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Background Prognostic markers and biological pathways linked to detrimental clinical outcomes in heart failure with preserved ejection fraction (HFpEF) remain incompletely defined. Methods and Results We measured serum levels of 4123 unique proteins in 1117 patients with HFpEF enrolled in the PARAGON‐HF (Efficacy and Safety of LCZ696 Compared to Valsartan, on Morbidity and Mortality in Heart Failure Patients With Preserved Ejection Fraction) trial using a modified aptamer proteomic assay. Baseline circulating protein concentrations significantly associated with the primary end point and the timing and occurrence of total heart failure hospitalization and cardiovascular death were identified by recurrent events regression, accounting for multiple testing, adjusted for age, sex, treatment, and anticoagulant use, and compared with published analyses in 2515 patients with heart failure with reduced ejection fraction from the PARADIGM‐HF (Prospective Comparison of ARNI With ACEI to Determine Impact on Global Mortality and Morbidity in Heart Failure) and ATMOSPHERE (Efficacy and Safety of Aliskiren and Aliskiren/Enalapril Combination on Morbidity–Mortality in Patients With Chronic Heart Failure) clinical trials. We identified 288 proteins that were robustly associated with the risk of heart failure hospitalization and cardiovascular death in patients with HFpEF. The baseline proteins most strongly related to outcomes included B2M (β‐2 microglobulin), TIMP1 (tissue inhibitor of matrix metalloproteinase 1), SERPINA4 (serpin family A member 4), and SVEP1 (sushi, von Willebrand factor type A, EGF, and pentraxin domain containing 1). Overall, the protein–outcome associations in patients with HFpEF did not markedly differ as compared with patients with heart failure with reduced ejection fraction. A proteomic risk score derived in patients with HFpEF was not superior to a previous proteomic score derived in heart failure with reduced ejection fraction nor to clinical risk factors, NT‐proBNP (N‐terminal pro‐B‐type natriuretic peptide), or high‐sensitivity cardiac troponin. Conclusions Numerous serum proteins linked to metabolic, coagulation, and extracellular matrix regulatory pathways were associated with worse HFpEF prognosis in the PARAGON‐HF proteomic substudy. Our results demonstrate substantial similarities among serum proteomic risk markers for heart failure hospitalization and cardiovascular death when comparing clinical trial participants with heart failure across the ejection fraction spectrum. Registration URL: https://www.clinicaltrials.gov; Unique Identifiers: NCT01920711, NCT01035255, NCT00853658.