Abstract Aims Heart failure with preserved ejection fraction (HFpEF) is a rapidly growing global health problem. To date, diagnosis of HFpEF is based on clinical, invasive, and laboratory examinations. Electrocardiographic findings may vary, and there are no known typical ECG features for HFpEF. Methods and results This study included two patient cohorts. In the derivation cohort, we included n = 1884 patients who presented with exertional dyspnoea or equivalent and preserved ejection fraction (≥50%) and clinical suspicion for coronary artery disease. The ECGs were divided in segments, yielding a total of 77 558 samples. We trained a convolutional neural network (CNN) to classify HFpEF and control patients according to European Society of Cardiology (ESC) criteria. An external group of 203 volunteers in a prospective heart failure screening programme served as a validation cohort of the CNN. The external validation of the CNN yielded an area under the curve of 0.80 [95% confidence interval (CI) 0.74–0.86] for detection of HFpEF according to ESC criteria, with a sensitivity of 0.99 (95% CI 0.98–0.99) and a specificity of 0.60 (95% CI 0.56–0.64), with a positive predictive value of 0.68 (95%CI 0.64–0.72) and a negative predictive value of 0.98 (95% CI 0.95–0.99). Conclusion In this study, we report the first deep learning-enabled CNN for identifying patients with HFpEF according to ESC criteria including NT-proBNP measurements in the diagnostic algorithm among patients at risk. The suitability of the CNN was validated on an external validation cohort of patients at risk for developing heart failure, showing a convincing screening performance.