Early heart failure with preserved ejection fraction (HFpEF) is a frequent disease, but its diagnosis is difficult and relies mostly on the evidence of left ventricular filling pressure (LVFP) elevation during exercise. Several reports have suggested that natriuretic peptides plasma levels reflect exercise-induced increase in LVFP, but they still have significant limitations. In this context, any new laboratory biomarker that can accurately reflect LVFP elevation during exercise is desirable. Recently, cardiotrophin-1, soluble endoglin, ST2, growth differentiation factor 15, galectin-3, and other new laboratory markers associated with LVFP have emerged. However, the current data on the relationship of these biomarkers and diastolic dysfunction are limited to resting conditions. Therefore, their secretion deserves to be tested under the exercise to determine their potential role in making a diagnosis of early HFpEF.