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Depressive symptoms are associated with lower heart rate variability (HRV), an index of autonomic dysregulation, but the direction of the association remains unclear.To investigate the temporal association between depression and HRV.A longitudinal, cross-lagged twin difference study, with baseline assessments from March 2002 to March 2006 (visit 1) and a 7-year follow-up (visit 2) at an academic research center with participants recruited from a national twin registry. Twins (n = 166) from the Vietnam Era Twin Registry, who served in the US military during the Vietnam War, and were discordant for depression at baseline were recruited.At both visits, depressive symptoms were measured using the Beck Depression Inventory-II (BDI-II), and HRV was measured through 24-hour electrocardiogram monitoring. To assess the direction of the association, within-pair differences in multivariable mixed-effects regression models were examined, and standardized β coefficients for both pathways were calculated. The associations were evaluated separately in monozygotic and dizygotic twins.In the final analytic sample (N = 146), all participants were men, 138 (95%) were white, and the mean (SD) age was 54 (3) years at baseline. Results showed consistent associations between visit 1 HRV and visit 2 BDI score across all HRV domains and models (β coefficients ranging from −0.14 to −0.29), which were not explained by antidepressants or other participant characteristics. The magnitude of the association was similar in the opposite pathway linking visit 1 BDI score to visit 2 HRV, with β coefficients ranging from 0.05 to −0.30, but it was largely explained by antidepressant use. In stratified analysis by zygosity, significant associations were observed in monozygotic and dizygotic twins for the path linking visit 1 HRV to visit 2 BDI score, although the associations were slightly stronger in dizygotic twins.The association between depression and autonomic dysregulation, indexed by HRV, is bidirectional, with stronger evidence suggesting that autonomic function affects depression risk rather than vice versa. The opposite causal pathway from depression to lower HRV is mostly driven by antidepressant use. These findings highlight an important role of autonomic nervous system in the risk of depression and contribute new understanding of the mechanisms underlying the comorbidity of depression and cardiovascular disease.