Heart failure with preserved ejection fraction (HFpEF) is associated with high hospitalization and mortality rates, representing a significant healthcare burden. This study aims to utilize various information including echocardiogram and phonocardiogram to construct and validate a nomogram, assisting in clinical decision-making. This study analyzed 204 patients (68 HFpEF and 136 non-HFpEF) from the First Affiliated Hospital of Chongqing Medical University. A total of 49 features were integrated and used, including phonocardiogram, echocardiogram features, and clinical parameters. The least absolute shrinkage and selection operator (LASSO) regression was used to select the optimal matching factors, and a stepwise logistic regression was employed to determine independent risk factors and develop a nomogram. Model performance was evaluated by the area under receiver operating characteristic (ROC) curve (AUC), calibration curve, decision curve analysis (DCA), and clinical impact curve (CIC). The nomogram was constructed using five significant indicators, including NT-proBNP (OR = 4.689, p = 0.015), E/e' (OR = 1.219, p = 0.032), LAVI (OR = 1.088, p < 0.01), D/S (OR = 0.014, p < 0.01), and QM1 (OR = 1.058, p < 0.01), and showed a better AUC of 0.945 (95% CI = 0.908-0.982) in the training set and 0.933 (95% CI = 0.873-0.992) in the testing set compared to conventional nomogram without phonocardiogram features. The calibration curve and Hosmer-Lemeshow test demonstrated no statistical significance in the training and testing sets (p = 0.814 and p = 0.736), indicating the nomogram was well-calibrated. The DCA and CIC results confirmed favorable clinical usefulness. The nomogram, integrating phonocardiogram and echocardiogram features, enhances HFpEF diagnostic efficiency, offering a valuable tool for clinical decision-making.