This review examines the impact of obesity on the pathophysiology of heart failure with preserved ejection fraction (HFpEF) and focuses on novel mechanisms for HFpEF prevention using a glucagon-like peptide-1 receptor agonism (GLP-1 RA). Obesity can lead to HFpEF through various mechanisms, including low-grade systemic inflammation, adipocyte dysfunction, accumulation of visceral adipose tissue, and increased pericardial/epicardial adipose tissue (contributing to an increase in myocardial fat content and interstitial fibrosis). Glucagon-like peptide 1 (GLP-1) is an incretin hormone that is released from the enteroendocrine L-cells in the gut. GLP-1 reduces blood glucose levels by stimulating insulin synthesis, suppressing islet α-cell function, and promoting the proliferation and differentiation of β-cells. GLP-1 regulates gastric emptying and appetite, and GLP-1 RA is currently indicated for treating type 2 diabetes (T2D), obesity, and metabolic syndrome (MS). Recent evidence indicates that GLP-1 RA may play a significant role in preventing HFpEF in patients with obesity, MS, or obese T2D. This effect may be due to activating cardioprotective mechanisms (the endogenous counter-regulatory renin angiotensin system and the AMPK/mTOR pathway) and by inhibiting deleterious remodeling mechanisms (the PKA/RhoA/ROCK pathway, aldosterone levels, and microinflammation). However, there is still a need for further research to validate the impact of these mechanisms on humans.