In our previous studies, we reported that myeloid differentiation protein 1 (MD1) serves as a negative regulator in several cardiovascular diseases. However, the role of MD1 in heart failure with preserved ejection fraction (HFpEF) and the underlying mechanisms of its action remain unclear. Eight‐week‐old MD1‐knockout (MD1‐KO) and wild‐type (WT) mice served as models of HFpEF induced by uninephrectomy, continuous saline or d‐aldosterone infusion and a 1.0% sodium chloride treatment in drinking water for 4 weeks to investigate the effect of MD1 on HFpEF in vivo. H9C2 cells were treated with aldosterone to evaluate the role of MD1 KO in vitro. MD1 expression was down‐regulated in the HFpEF mice; HFpEF significantly increased the levels of intracellular reactive oxygen species (ROS) and promoted autophagy; and in the MD1‐KO mice, the HFpEF‐induced intracellular ROS and autophagy effects were significantly exacerbated. Moreover, MD1 loss activated the p38‐MAPK pathway both in vivo and in vitro. Aldosterone‐mediated cardiomyocyte autophagy was significantly inhibited in cells pre‐treated with the ROS scavenger N‐acetylcysteine (NAC) or p38 inhibitor SB203580. Furthermore, inhibition with the autophagy inhibitor 3‐methyladenine (3‐MA) offset the aggravating effect of aldosterone‐induced autophagy in the MD1‐KO mice and cells both in vivo and in vitro. Our results validate a critical role of MD1 in the pathogenesis of HFpEF. MD1 deletion exaggerates cardiomyocyte autophagy in HFpEF via the activation of the ROS‐mediated MAPK signalling pathway.