The purpose of this study was to provide a methodology in order to characterize autonomous nervous system (ANS) changes before, during and after percutaneous transluminal coronary angioplasty (PTCA). This methodology, based on a multiscale information analysis (MIA) of the heart rate variability, has taken into account entropy rates. The study group consisted of 66 patients undergoing PTCA: 1 in the left main, 21 in the left anterior descending, 30 in the right coronary, 14 in the left circumflex arteries. The analyzed time series were: RR(t) (beat-to-beat consecutive intervals); RR_LF(t), LF[0.04-0.15 Hz]; RR_HF(t), HF[0.15-0.4 Hz]. For RR(t), results showed less regularity behavior in pre-PTCA than during PTCA and less regularity during PTCA than in post-PTCA. In RR_LF(t) and RR_HF(t), lower regularity was presented during PTCA than in pre-PTCA. These findings suggested that MIA was able to provide a tool allowing assessment of ANS response during PTCA.