Depression occurs in people of all ages across all world regions; it is the second leading cause of disability and its global burden increased by 37.5% between 1990 and 2010. Autonomic changes are often found in altered mood states and appear to be a central biological substrate linking depression to a number of physical dysfunctions. Alterations of autonomic nervous system functioning that promotes vagal withdrawal are reflected in reductions of heart rate variability (HRV) indexes. Reduced HRV characterizes emotional dysregulation, decreased psychological flexibility and defective social engagement, which in turn are linked to prefrontal cortex hypoactivity. Altogether, these pieces of evidence support the idea that HRV might represent a useful endophenotype for psychological/physical comorbidities, and its routine application should be advised to assess the efficacy of prevention/intervention therapies in a number of psychosomatic and psychiatric dysfunctions. Further research, also making use of appropriate animal models, could provide a significant support to this point of view and possibly help to identify appropriate antidepressant therapies that do not interefere with physical health.