Background: Heart failure with preserved ejection fraction (HFpEF) remains an ongoing therapeutic and diagnostic challenge to date. In this study we aimed for an analysis of the diagnostic potential of four novel cardiovascular biomarkers, GDF-15, H-FABP, sST2, and suPAR in HFpEF patients compared to controls as well as ICM, and DCM. Methods: In total, we included 252 stable outpatients and controls (77 DCM, 62 ICM, 18 HFpEF, and 95 controls) in the present study. All patients were in a non-decompensated state and on a stable treatment regimen. Serum samples were obtained and analyzed for GDF-15 (inflammation, remodeling), H-FABP (ischemia and subclinical ischemia), sST2 (inflammation, remodeling) and suPAR (inflammation, remodeling) by means of ELISA. Results: A significant elevation of GDF-15 was found for all heart failure entities compared to controls (p < 0.005). Similarly, H-FABP evidenced a significant elevation in all heart failure entities compared to the control group (p < 0.0001). Levels of sST2 were significantly elevated in ICM and DCM patients compared to the control group and HFpEF patients (p < 0.0001). Regarding suPAR, a significant elevation in ICM and DCM patients compared to the control group (p < 0.0001) and HFpEF patients (p < 0.01) was observed. An AUC analysis identified H-FABP (0.792, 95% CI 0.713–0.870) and GDF-15 (0.787, 95% CI 0.696–0.878) as paramount diagnostic biomarkers for HFpEF patients. Conclusion: Based on their differences in secretion patterns, novel cardiovascular biomarkers might represent a promising diagnostic tool for HFpEF in the future.