Abstract Aims In post‐menopausal women, incidence of heart failure with preserved ejection fraction is higher than in men. Hormonal replacement therapies did not demonstrate benefits. We tested whether the non‐steroidal mineralocorticoid receptor antagonist finerenone limits the progression of heart failure in ovariectomized (OVX) mice with metabolic disorders. Methods and results Ovariectomy was performed in 4‐month‐old mice, treated or not at 7 months old for 1 month with finerenone (Fine) 1 mg/kg/day. Left ventricular (LV) cardiac and coronary endothelial functions were assessed by echocardiography, catheterization, and myography. Blood pressure was measured by plethysmography. Insulin and glucose tolerance tests were performed. Exercise capacity and spontaneous activity were measured on treadmill and in combined indirect calorimetric cages equipped with voluntary running wheel. OVX mice presented LV diastolic dysfunction without modification of ejection fraction compared with controls (CTL), whereas finerenone improved LV filling pressure (LV end‐diastolic pressure, mmHg: CTL 3.48 ± 0.41, OVX 6.17 ± 0.30**, OVX + Fine 3.65 ± 0.55†, **P