Heart failure with preserved ejection fraction (HFpEF) is a group of clinical syndromes that exhibit a remarkably heterogeneous phenotype, characterized by symptoms and signs of heart failure, left ventricular diastolic dysfunction, elevated levels of natriuretic peptides, and an ejection fraction greater than or equal to 50%. With the aging of the population and the escalating prevalence of hypertension, obesity, and diabetes, the incidence of HFpEF is progressively rising. Drug therapy options for HFpEF are currently limited, and the associated high risk of cardiovascular mortality and heart failure rehospitalization significantly impact patients' quality of life and longevity while imposing a substantial economic burden on society. Recent research indicates that certain device-based therapies may serve as valuable adjuncts to drug therapy in patients with specific phenotypes of HFpEF, effectively improving symptoms and quality of life while reducing the risk of readmission for heart failure. These include inter-atrial shunt and greater splanchnic nerve ablation to reduce left ventricular filling pressure, implantable heart failure monitor to guide diuresis, left atrial pacing to correct interatrial dyssynchrony, cardiac contractility modulation to enhance cardiac calcium handling, as well as renal denervation, baroreflex activation therapy, and vagus nerve stimulation to restore the autonomic imbalance. In this review, we provide a comprehensive overview of the mechanisms and clinical evidence pertaining to these devices, with the aim of enhancing therapeutic strategies for HFpEF.