Prediabetes in the form of impaired fasting glucose, impaired glucose tolerance, or both is considered as a preliminary stage for the onset of diabetes and diabetic complications. Hormonal fluctuations in adolescence are accompanied by body composition modifications, which are associated with insulin resistance and subclinical inflammation. Bioimpedance (BIA) accurately evaluates body composition, and heart rate variability (HRV) assesses cardiac autonomic function, which are frequently afflicted by insulin resistance. We aimed at evaluating the effect of glycemic status on mental stress, anxiety, and depression status in adolescents with impaired fasting glucose, body composition, and HRV parameters. This is a case-control study to evaluate the effect of the hyperglycemia on depression, anxiety, and stress levels (DASS21 questionnaire), body composition (BIA-ACC—BIOTEKNA©), and HRV (PPG Stress Flow—BIOTEKNA©), between euglycemic adolescents (euglycemic group) and adolescents with impaired fasting glucose (prediabetic group), aged 12–20 years. No differences were found between the prediabetic (n = 13) and the euglycemic (n = 16) groups in the outcome measures, possibly due to the number of participants. Interestingly, females, irrespective of their glycemic status, exhibited altered sympathovagal function as revealed by impaired HRV. In the euglycemic group, HRV parameters were significantly correlated and in line with the DASS21 scores, but in the prediabetic group, similarities to those of adults were observed. Impaired fasting glucose had no impact on mental health, body composition, or HRV parameters in adolescents. HRV parameters were impaired in females, irrespective of their glycemic status. This finding implies that females seem to be more prone to stress disorders, even from a young age. Future studies are needed to confirm these findings.