(1) Background: Functional Hypothalamic Amenorrhea (FHA) can be caused by the hyper activation of neuro-endocrine responses to stress. Among other endocrine factors and hypothalamic dysfunctions, the psychophysiological stress response can very frequently lead to an inhibition of the gonadal–pituitary axis. The aim of this study was to investigate the level of neurovegetative activation in a group of young women affected by this condition. (2) Methods: Twenty-five women (mean age = 21.1 ± 4.34) with FHA were consecutively recruited. Information on psycho-physiological distress was collected through a Psychopathological assessment (with the administration of three psychometric tests) and the Psychophysiological Stress Profile (PSP). Their data were compared with a control group. (3) Results: In the PSP, the patients displayed significantly higher values compared to controls in terms of the parameters of muscle tension (sEMG), skin conductance (SCL/SCR), heart rate (HR), and peripheral temperature (PT). Furthermore, autonomic hyper-activation at rest, marked reactivity to stress, and reduced recovery were seen. Moreover, a condition characterized by psychological distress (anxiety and somatic complaints, depressed and irritable mood, obsessive-compulsive traits) emerged. (4) Conclusions: The results highlight autonomic hyper-activation in FHA, which is also associated with psychological distress. Considering that FHA is a condition that affects multiple systems between mind and body, a multimodal, multidimensional, and multidisciplinary assessment of stress is becoming an emerging need.