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Type 2 diabetes mellitus (T2DM) is a globally prevalent metabolic disorder frequently complicated by cardiovascular pathologies, notably left ventricular diastolic dysfunction (LVDD), which can progress to heart failure with preserved ejection fraction (HFpEF). There is emerging evidence of a crucial interplay between autonomic dysfunction and chronic low-grade inflammation in the pathogenesis of LVDD in T2DM patients. The bidirectional cross talk between the autonomic nervous system and the immune system has been a novel area explored in preclinical studies. Autonomic dysfunction, as evidenced by reduced heart rate variability and impaired baroreflex sensitivity, is common among patients with T2DM. The interaction between the autonomic nervous system and inflammation is altered in T2DM, shifting toward vagal withdrawal and the release of proinflammatory cytokines [e.g., TNF-α, IL-1β, IL-6, and transforming growth factor-beta (TGF-β)], which can promote myocardial stiffening and fibrosis. These pathophysiological mechanisms, together with metabolic and hemodynamic dysfunction in T2DM, can lead to HFpEF. Neuromodulation techniques, such as vagal nerve stimulation, have shown promise in reducing myocardial fibrosis and HFpEF in preclinical studies. Vagal nerve stimulation is thought to dampen the proinflammatory responses, thereby promoting tissue repair and protecting against cardiac dysfunction. In this review, we explore how inflammation-autonomic cross talk represents a pivotal mechanism in the development of LVDD in T2DM, providing a scientific rationale for neuro-modulatory interventions.