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Background Pulmonary hypertension and right ventricular (RV) dysfunction are major prognostic determinants in patients with heart failure with preserved ejection fraction (HFpEF). The underlying pathomechanisms remain unknown. In this context, we sought to study the pathogenesis of pulmonary hypertension and RV dysfunction in a rat model of obesity‐associated HFpEF. Methods and Results HFpEF was induced in obesity‐prone rats fed a high‐fat diet (n=13) and compared with obesity‐resistant rats fed with standard chow (n=9). After 12 months, the animals underwent echocardiographic and hemodynamic evaluation followed by tissue sampling for pathobiological assessment. HFpEF rats presented mild RV pressure overload (with increased RV systolic pressure and pulmonary vascular resistance). No changes in pulmonary artery medial thickness and ex vivo vasoreactivity (to acetylcholine and endothelin‐1) were observed and RNA sequencing analysis failed to identify gene clustering in HFpEF lungs. However, released nitric oxide levels were decreased in HFpEF pulmonary artery, while lung expression of preproendothelin‐1 was increased. In HFpEF rats, RV structure and function were altered, with RV enlargement, decreased RV fractional area change and free wall longitudinal fractional shortening, together with altered right ventricle–pulmonary artery coupling (estimated by tricuspid annular plane systolic excursion/systolic pulmonary artery pressure). Hypertrophy and apoptosis (evaluated by transferase biotin‐ dUTP nick‐end labeling staining) were increased in right and left ventricles of HFpEF rats. There was an inverse correlation between tricuspid annular plane systolic excursion/systolic pulmonary artery pressure and RV apoptotic rate. Plasma levels of soluble suppression of tumorigenicity‐2, interleukin‐1β, ‐6 and ‐17A were increased in HFpEF rats. Conclusions Obesity‐associated HFpEF in rats spontaneously evolves to pulmonary hypertension–HFpEF associated with impaired right ventricle–pulmonary artery coupling that appears disproportionate to a slight increase in RV afterload.