Heart failure with preserved ejection fraction (HFpEF) is a major, worldwide health-care problem. Few therapies for HFpEF exist because the pathophysiology of this condition is poorly defined and, increasingly, postulated to be diverse. Although perturbations in other organs contribute to the clinical profile in HFpEF, altered cardiac structure, function or both are the primary causes of this heart failure syndrome. Therefore, studying myocardial tissue is fundamental to improve pathophysiological insights and therapeutic discovery in HFpEF. Most studies of myocardial changes in HFpEF have relied on cardiac tissue from animal models without (or with limited) confirmatory studies in human cardiac tissue. Animal models of HFpEF have evolved based on theoretical HFpEF aetiologies, but these models might not reflect the complex pathophysiology of human HFpEF. The focus of this Review is the pathophysiological insights gained from studies of human HFpEF myocardium. We outline the rationale for these studies, the challenges and opportunities in obtaining myocardial tissue from patients with HFpEF and relevant comparator groups, the analytical approaches, the pathophysiological insights gained to date and the remaining knowledge gaps. Our objective is to provide a roadmap for future studies of cardiac tissue from diverse cohorts of patients with HFpEF, coupling discovery biology with measures to account for pathophysiological diversity.