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Aim: Diagnosing heart failure with preserved ejection fraction (HFpEF) in the non‐acute setting remains challenging. Natriuretic peptides have limited value for this purpose, and a multitude of studies investigating novel diagnostic circulating biomarkers have not resulted in their implementation. This review aims to provide an overview of studies investigating novel circulating biomarkers for the diagnosis of HFpEF and determine their risk of bias (ROB). Methods and results: A systematic literature search for studies investigating novel diagnostic HFpEF circulating biomarkers in humans was performed up until 21 April 2020. Those without diagnostic performance measures reported, or performed in an acute heart failure population were excluded, leading to a total of 28 studies. For each study, four reviewers determined the ROB within the QUADAS‐2 domains: patient selection, index test, reference standard, and flow and timing. At least one domain with a high ROB was present in all studies. Use of case‐control/two‐gated designs, exclusion of difficult‐to‐diagnose patients, absence of a pre‐specified cut‐off value for the index test without the performance of external validation, the use of inappropriate reference standards and unclear timing of the index test and/or reference standard were the main bias determinants. Due to the high ROB and different patient populations, no meta‐analysis was performed. Conclusion: The majority of current diagnostic HFpEF biomarker studies have a high ROB, reducing the reproducibility and the potential for clinical care. Methodological well‐designed studies with a uniform reference diagnosis are urgently needed to determine the incremental value of circulating biomarkers for the diagnosis of HFpEF. [ABSTRACT FROM AUTHOR]