The aims of this study were to assess the predictive role of coping-related variables (CRV) on cardiac vagal activity (derived from heart rate variability), and to investigate the influence of CRV (and cardiac vagal activity) on prone rifle shooting performance under low pressure (LP) and high pressure (HP) conditions. Participants (n = 38) competed in a shooting task under LP and HP. Cardiac vagal activity measurements were taken at baseline, task, and recovery for 5 min, alongside ratings of stress via a visual analogue scale. Upon task conclusion, self-report measures of motivation, stress appraisal, attention, perceived pressure, and trait CRV questionnaires (Decision-Specific Reinvestment Scale [DSRS], Movement-Specific Reinvestment Scale [MSRS], and Trait Emotional Intelligence Questionnaire [TEIQue]) were completed. Results indicated that task cardiac vagal activity was predicted by resting cardiac vagal activity and self-control in HP and LP. Post-task cardiac vagal activity was predicted by resting cardiac vagal activity in both conditions with the addition of a trait and state CRV in HP. Cardiac vagal reactivity, the change from resting to task, was predicted by resting cardiac vagal activity and self-control in LP and HP. Cardiac vagal recovery, the change from task to post-task, was predicted by a trait CRV in HP. Shooting performance was predicted by experience and cardiac vagal activity in LP and cardiac vagal activity and a trait in HP. Findings suggest both CRV and cardiac vagal activity influence cardiac vagal activity throughout a pressure task. Additionally, shooting performance directly influences cardiac vagal recovery.