Heart failure with preserved ejection fraction (HFpEF) is a significant challenge in the field of cardiovascular diseases. Inflammation, myocardial fibrosis, and coronary microcirculation dysfunction are the core pathophysiological mechanisms of HFpEF. As a key part of adaptive immune response, T cell subsets widely participate in the above process through various mechanisms, further aggravating the damage of myocardial structure and function and ultimately leading to the development of HFpEF. This article provides a comprehensive review on the roles of immunity and inflammation in HFpEF, summarizes the characteristics and functions of different T cell subsets involved in HFpEF, and aims to explore novel biomarkers and potential therapeutic targets by targeting T cell subsets.