In humans, anxiety is accompanied by changes in autonomic nervous system function, including increased heart rate, body temperature, and blood pressure, and decreased heart rate variability. In rodents, anxiety is inferred by examining anxiety-related behavioral responses such as avoidance and freezing, and more infrequently by assessing autonomic responses to anxiogenic stimuli. However, few studies have simultaneously measured behavioral and autonomic responses to aversive stimuli in rodents and it remains unclear whether autonomic measures are reliable correlates of anxiety-related behavior in these animal models. Here we recorded for the first time heart rate and body temperature in freely moving BALB/c and C57BL/6 mice during exposure to an unfamiliar environment. Our data show that upon exposure to a novel open field, BALB/c mice showed increased anxiety-related behavior, reduced heart rate and higher heart rate variability (HRV) when compared with C57BL/6 mice. Regression analysis revealed a significant correlation between both heart rate and long-term HRV measures and locomotor activity and time spent in the center of the open field, but no correlation between body temperature and any behavioral variables. In the free exploration test, in which animals were allowed direct access to a novel environment from a familiar environment without experimenter handling, significant correlations were found only between heart rate and total locomotor activity, but not time spent in the unfamiliar chamber despite increased anxiety-related behavior in BALB/c mice. These findings demonstrate that increased anxiety-related behavior in BALB/c mice is not associated with specific changes in heart rate, HRV, or body temperature.