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Importance: Heart failure with preserved ejection fraction (HFpEF) is a joint metabolic and cardiovascular disorder with significant noncardiac contributions., Objective: To define and quantify the metabolic cost of initiating exercise in individuals with and without HFpEF and its functional consequences., Design, Setting, and Participants: This prospective cohort study included individuals with hemodynamically confirmed HFpEF from the Massachusetts General Hospital Exercise Study (MGH-ExS) and community-dwelling participants from the Framingham Heart Study (FHS). Analysis began April 2016 and ended November 2020., Exposures: Internal work (IW), a measure of work equivalents required to initiate movement., Main Outcomes and Measures: Using breath-by-breath oxygen uptake (V̇o2) measurements and V̇o2-work rate associations, cost of initiating exercise (IW) in patients with HFpEF (MGH-ExS) and in community-dwelling individuals (FHS) was quantified. Linear regression was used to estimate associations between IW and clinical/hemodynamic measures., Results: Of 3231 patients, 184 (5.7%) had HFpEF and were from MGH-ExS, and 3047 (94.3%) were community-dwelling individuals from FHS. In the MGH-ExS cohort, 86 (47%) were women, the median (interquartile range) age was 63 (53-72) years, and the median (interquartile range) peak V̇o2 level was 13.33 (11.77-15.62) mL/kg/min. In the FHS cohort, 1620 (53%) were women, the median (interquartile range) age was 54 (48-60) years, and the median (interquartile range) peak V̇o2 level was 22.2 (17.85-27.35) mL/kg/min. IW was higher in patients with HFpEF and accounted for 27% (interquartile range, 21%-39%) of the total work (IW + measured external workload on the cycle), compared with 15% (interquartile range, 12%-20%) of that in FHS participants. Body mass index accounted for greatest explained variance in patients with HFpEF from MGH-ExS and FHS participants (22% and 18%, respectively), while resting cardiac output and biventricular filling pressures were not significantly associated with variance in IW in patients with HFpEF. A higher IW in patients with HFpEF was associated with a greater increase in left- and right-sided cardiac filing pressure during unloaded exercise, despite similar resting hemodynamic measures across IW., Conclusions and Relevance: This study found that internal work, a new body mass index-related measure reflecting the metabolic cost of initiating movement, is higher in individuals with HFpEF compared with middle-aged adults in the community and is associated with steep, early increases in cardiac filling pressures. These findings highlight the importance of quantifying heterogeneous responses to exercise initiation when evaluating functional intolerance in individuals at risk for or with HFpEF.