Obesity is characterized by an energy imbalance and by the accumulation of visceral adipose tissue. The energy balance is controlled by a complex set of balanced physiological systems that provide hunger and satiety signals to the brain and regulate the body’s ability to consume energy. The central nervous system controls the metabolic state, influencing the activity of other systems and receiving information from them. Heart rate variability (HRV) is the natural variability of the heart rate in response to several factors. HRV is related to the interaction between the SNS and the parasympathetic. In the light of this evidence, the aim of this study is to investigate the possible effects of the two different dietary regimens such as very low-calorie ketogenic diet (VLCKD) vs. low caloric diet (LCD), on the functions of the nervous system, with particular attention to the autonomous control of heart rate variability (HRV). A total of 26 obese subjects underwent diet therapy in order to reduce body weight; they were also randomly divided into two groups: the VLCKD group and the LCD group. Our results showed that in both groups, there is a reduction in heart rate as an indicator of sympathetic activity; we found a statistically significant variation only in the VLCKD group. Therefore, this study supports the notion that the sympathovagal balance can be modulated by a specific diet, but further studies are needed to clarify the molecular pathway undergoing this modulation.