Natriuretic peptides (NPs) are polypeptide hormones involved in the homeostasis of the cardiovascular system. They are produced by cardiomyocytes and regulate circulating blood volume and sodium concentration. Clinically, measurements of brain natriuretic peptide (BNP) and N-terminal pro-BNP (NT-proBNP) are recommended by international guidelines as evidence is accumulating on their usefulness. They have a high negative predictive value, and in the setting of low NPs, a diagnosis of heart failure (HF) can be safely excluded in both emergency (BNP < 100 pg/mL, NT-proBNP < 300 pg/mL) and outpatient settings (BNP < 35 pg/mL and NT-proBNP < 125 pg/mL). Moreover, the 2023 consensus from the European Society of Cardiology suggests threshold values for inclusion diagnosis. These values are also associated with increased risks of major cardiovascular events, cardiovascular mortality, and all-cause mortality whether measured in inpatient or outpatient settings. Among patients without known HF, but at high risk of developing it (e.g., in the setting of diabetes mellitus, hypertension, or atherosclerotic cardiovascular disease), NPs may be useful in stratifying cardiovascular risk, optimizing therapy, and reducing the risk of developing overt HF. In the diabetes setting, risk stratification with the use of these peptides can guide the physician to a more informed and appropriate therapeutic choice as recommended by guidelines. Notably, NP levels should be carefully interpreted in light of certain conditions that may affect their reliability, such as chronic kidney disease and obesity, as well as demographic variables, including age and sex. In conclusion, NPs are useful in the diagnosis and prognosis of HF, but they also offer advantages in the primary prevention setting.