Heart failure (HF) occurs when the heart fails to meet the body's demands. Differentiating and managing HF with Preserved Ejection Fraction (HFpEF) versus Reduced Ejection Fraction (HFrEF) remains challenging, as therapeutic strategies for HFpEF have largely been ineffective. Exercise intolerance is a hallmark of HFpEF, making the identification of biological pathways underlying exercise-related impairments particularly important. In this study, we integrated cardiopulmonary exercise testing with exercise stress echocardiography (CPET-ESE) and MS-based targeted lipid and epilipid profiling to investigate metabolic and immune dysregulation across different stages of HF. Due to the technical challenges and patient discomfort associated with venous blood collection during exercise, we employed a less invasive Dried Blood Spot (DBS) approach. For the first time, we successfully validated a method for targeted profiling of 52 oxylipins and 4 PUFAs in DBS samples, covering the entire inflammatory cascade. We established reliable DBS handling and storage procedures, with the addition of an internal standard mixture on filter paper ensuring high analyte recovery (93-107%) and precision (RSD ≤12%). Data from HF patients revealed significant differences in AA and anti-inflammatory omega-3 PUFA levels at rest. Furthermore, measuring AA and its epoxide metabolite, 8,9-EET, during exercise enabled clear differentiation between HFpEF, HFrEF, and stage A-B patients, potentially supporting earlier and more accurate diagnosis. Profiling alterations in free fatty acids and oxylipins could serve as a valuable tool for the in-depth pathophysiological characterization of HF patients.