Background: Heart failure with preserved ejection fraction (HFpEF) is a condition with limited large-scale data on the short- and long-term effects of SARS-CoV-2 infection. This study aimed to evaluate the prevalence of major adverse cardiac and cerebrovascular events (MACCEs) in HFpEF patients hospitalized with SARS-CoV-2 and identify sex-specific risk factors and predictors of MACCEs in this population. Methods: This retrospective study analyzed HFpEF patients hospitalized with SARS-CoV-2 from the 2020 National Inpatient Sample (NIS) using ICD-10 codes. Patients hospitalized with HFpEF and SARS-CoV-2 were categorized by age (18–44, 45–64, ≥65 years). Multivariate logistic regression was used to adjust for potential confounders, with the statistical significance set at a two-tailed p-value < 0.05. Results: Among 109,750 HFpEF patients hospitalized with SARS-CoV-2, 31,960 (29.1%) experienced MACCEs. Males experienced a higher rate of MACCEs than females (31.1% vs. 27.5%, OR: 1.20, 95% CI: 1.12–1.28, p < 0.001). Adjusted analysis revealed that elderly patients (≥65 years, OR: 1.47, 95% CI: 1.33–1.62) compared with the 45–64 age group and males (OR: 1.20, 95% CI: 1.12–1.28, p < 0.001) had a higher risk of MACCEs. Key predictors included prior coronary artery bypass grafting (CABG; OR: 1.15, 95% CI: 1.02–1.30), cancer (OR: 1.24, 95% CI: 1.08–1.42), and chronic kidney disease (OR: 1.15, 95% CI: 1.08–1.23). Subgroup analysis identified additional sex-specific risk factors. In males, hyperlipidemia, obesity, tobacco use disorder, prior stroke/transient ischemic attack (TIA), prior venous thromboembolism (VTE), alcohol abuse, depression, and valvular disease were significant predictors of MACCEs. In females, hyperlipidemia, tobacco use disorder, prior stroke/TIA, prior VTE, and depression were significant predictors. Conclusions: HFpEF patients hospitalized with SARS-CoV-2 have a high risk of MACCEs, with male sex, older age, prior CABG, cancer, and chronic kidney disease as key risk factors. This study provides the first large-scale analysis of sex-specific predictors of MACCEs in HFpEF patients hospitalized with SARS-CoV-2. These findings underscore the need for focused research and clinical gender-based strategies to mitigate cardiovascular risks in this unique and high-risk population.