Heart failure (HF) with preserved ejection fraction (HFPEF) is an increasingly prevalent clinical syndrome with many unresolved issues regarding diagnosis, pathophysiology, and treatment. The major pathophysiological mechanisms underlying HFPEF are known to be fibrosis and reduced ventricular compliance, and hypertension (HTN) is perhaps the most significant risk factor for the development of left ventricular diastolic dysfunction (LVDD). Inflammation is one of the earliest events in cardiac stress situations such as pressure and/or volume overload and involves elevated levels of endothelial adhesion molecules as well as increased production and release of inflammatory cytokines and chemokines in the tissue. The latter promotes the infiltration of activated inflammatory cells, particularly monocytes, into the cardiac tissue. Increased monocyte infiltration is seen in the early and late stages of HTN and HFPEF. Once inside the tissue, monocytes differentiate into macrophages and promote cardiac inflammation, tissue injury, and myocardial fibrosis. This review focuses on inflammation as the initial and primary trigger of ventricular remodelling in HTN and LVDD, affecting progression to HFPEF. The link between inflammation and b-type natriuretic peptide (BNP), a clinical marker of cardiac pressure overload which is positively associated with cardiac dysfunction and HF, is also described. Finally, current and prospective therapeutic approaches for HFPEF based on modification of the inflammatory response are reviewed.