Exercise training induces physical adaptations for heart failure patients with systolic dysfunction but less is known about those patients with preserved ejection fraction. This study's aims were to establish if exercise training produces changes in peak VO2 and related measures, quality of life, general health and diastolic function in heart failure patients with preserved ejection fraction (HFpEF). We conducted a MEDLINE search (1985 to September 1, 2015), for exercise based rehabilitation trials in heart failure, using search terms ‘exercise training, heart failure with preserved ejection fraction, heart failure with normal ejection fraction, peak VO2 and diastolic heart dysfunction’. Eight intervention studies were included providing a total of 174 exercising subjects and 143 control subjects, a total of 317 participants. Peak VO2 increased by a mean difference (MD) 2.08 mL kg-1 min-1 (95% C.I. 1.51 to 2.65, p<0.00001) in exercise training versus sedentary control, equating to a 17% improvement from baseline. VE/VCO2 slope was not different between groups, MD -3.10 mL kg-1 min-1 (95% C.I. -7.47 to 1.27, p=0.16); maximum heart rate was significantly increased in exercise groups, MD 3.46 bpm (95% C.I. 2.41 to 4.51, p<0.00001); 6 Minute Walk Distance (6MWT) MD 32.1m (95% C.I. 17.2 to 47.1, p<0.0001); diastolic function; the ratio of early to late filling (E/A ratio) was improved after exercise training MD 0.07 (95% C.I. 0.02 to 0.12, p=0.006); as was filling pressure E/E’ ratio MD -2.38 (95% C.I. -3.47 to -1.28, p<0.0001); Deceleration time (DT) MD -13.2 msec (95% C.I. -19.8 to -6.5, p=0.0001); Minnesota Living with Heart Failure Questionnaire (MLHFQ) MD -6.77 (95% C.I. -9.70 to -3.84, p<0.00001); Short Form (36) Health Survey MD 11.38 (95% C.I. 5.28 to 17.48, p=0.0003). In 3222 patient-hours of training, not a single death was directly attributable to exercise. Exercise training appears to effect several health-related improvements in people with heart failure and preserved ejection fraction.