AimsDiagnosis of heart failure with preserved ejection fraction (HFpEF) remains challenging in patients presenting with chronic dyspnoea. We sought to determine the diagnostic value of reduced left atrial (LA) compliance during exercise to diagnose HFpEF.Methods and resultsErgometry exercise stress echocardiography was performed in 225 patients with HFpEF and 262 non‐heart failure controls (non‐cardiac dyspnoea [NCD]) in Protocol 1, where the diagnosis of HFpEF was defined by the HFA‐PEFF algorithm. In Protocol 2, the diagnosis of HFpEF was ascertained by exercise right heart catheterization in 67 participants (49 HFpEF and 18 NCD). Speckle‐tracking echocardiography was performed at rest and during exercise to determine LA compliance (ratio of LA reservoir strain to E/e'). As compared with NCD, patients with HFpEF demonstrated decreased LA reservoir strain and compliance at rest, and these differences further increased during exercise in Protocol 1. Exercise LA compliance discriminated HFpEF from NCD (area under the curve 0.87, p < 0.0001), with a superior diagnostic ability to exercise E/e' ratio (DeLong p = 0.005). Exercise LA compliance demonstrated incremental diagnostic value over clinical factors (age, systemic hypertension, and atrial fibrillation) and resting LA compliance (χ2 212.4 vs. 166.2, p < 0.0001). These findings were confirmed in Protocol 2.ConclusionLeft atrial compliance during exercise demonstrated superior diagnostic ability to exercise E/e' ratio, with incremental diagnostic value over the resting LA compliance. Exercise LA compliance may enhance the diagnosis of HFpEF among patients with dyspnoea.