Undernutrition has been identified as a poor prognostic factor in heart failure with preserved ejection fraction (HFpEF). This study aimed to evaluate the impact of changes in nutritional status from discharge to one year post-discharge on the prognosis of patients with HFpEF. Initially, 547 HFpEF cases were classified into a normal nutrition group (NN) (n = 130) and an undernutrition group (UN) (n = 417), according to Controlling Nutritional Status (CONUT) scores at discharge. These groups were further subdivided according to CONUT scores one year post-discharge into NN (G1, n = 88) and UN (G2, n = 42), and NN (G3, n = 147) and UN (G4, n = 270), respectively. The primary end point was defined as a composite of all-cause mortality or heart failure readmission after the visit one year post-discharge. Normal nutrition was defined as a CONUT score of 0 or 1, and undernutrition as a CONUT score of ≥ 2. We compared the incidence rates of the primary end point between G1 and G2, and G3 and G4, and identified predictors for abnormalization or normalization of CONUT score one year post-discharge, as well as covarying factors with change in CONUT. In a multivariable Cox proportional hazards model, abnormalization of CONUT score was associated with an increased risk of the primary end point (adjusted HR [hazard ratio]: 2.87, 95% CI [confidence interval]: 1.32–6.22, p = 0.008), while normalization of CONUT was associated with a reduced risk (adjusted HR: 0.40, 95% CI: 0.23–0.67, p < 0.001). In a multivariate logistic regression analysis of patients with normal nutrition at discharge, the Euro Qol 5 Dimension score was identified as an independent predictor for abnormalization of CONUT score one year post-discharge (OR: 0.06, 95% CI: 0.01–0.43, p = 0.023). Among patients with undernutrition at discharge, prior heart failure hospitalization was the independent predictor for normalization of CONUT score (OR: 0.36, 95% CI: 0.20–0.66, p < 0.001). In a multivariate linear regression analysis, independent covariates associated with changes in CONUT included hemoglobin (β = − 0.297, p < 0.001), C-reactive protein (β = 0.349, p < 0.001), and log NT-proBNP (β = 0.142, p < 0.001). Post-discharge abnormalization or normalization of CONUT scores has prognostic impact on patients with HFpEF. Changes in CONUT may independently correlate with changes in hematopoiesis, inflammation, and fluid retention.