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Heart failure with preserved ejection fraction (HFpEF) accounts for approximately 50% of heart failure cases and lacks effective treatment. Among its 5 phenotypes, obesity-related HFpEF is common and linked to higher cardiovascular mortality. However, the molecular mechanisms remain unclear. Research indicates that in patients with obesity-associated HFpEF, epicardial adipose tissue (EAT) is significantly increased, whereas non-EAT adipose tissue also exhibits pathologic distribution and accumulation. This review explores how the cardiac-adipose axis drives HFpEF pathophysiology. EAT is notably increased in these patients and contributes to diastolic dysfunction through pericardial restriction. Both EAT and non-EAT promote cardiac dysfunction via adipokines, inflammatory mediators, and oxidative stress. The review also highlights EAT thickness as a diagnostic marker and suggests a dual-screening approach combining waist-to-height ratio with NT-proBNP. Finally, potential adipose-targeted therapies based on clinical and preclinical evidence are summarized, providing a foundation for future treatment strategies.