The goal of this study is to learn more about patients with heart failure with preserved ejection fraction (HFpEF) and exercise. Investigators want to see if meeting with a coach in person or by video conference will help these patients exercise, feel better, and change markers in their blood. Participants will be randomly placed in one of three groups for 18 months. All groups will have access to a fitness center and be given a watch and heart rate monitor to wear during exercise. The usual care group (control group) will have access to exercise videos via the medical fitness center and will not meet with a coach. The HEART Camp group will exercise and meet with their coach in-person at the medical fitness center. The HEART Camp Connect group will have access to exercise videos via the medical fitness center and will meet with their coach via videoconferencing. All participants will take part in an exercise test and study training prior to being randomized. At four data collection time points, participants will wear an activity monitor for 7 days each, have their blood drawn, and answer questions related to heart failure and exercise. Participants will also wear a heart rate monitor when they exercise and fill out a daily exercise diary.