Sleep-wake cycle disruption caused by shift work may lead to cardiovascular stress, which is observed as an alteration in the behavior of heart rate variability (HRV). In particular, HRV exhibits complex patterns over different time scales that help to understand the regulatory mechanisms of the autonomic nervous system, and changes in the fractality of HRV may be associated with pathological conditions, including cardiovascular disease, diabetes, or even psychological stress. The main purpose of this study is to evaluate the multifractal-multiscale structure of HRV during sleep in healthy shift and non-shift workers to identify conditions of cardiovascular stress that may be associated with shift work. The whole-sleep HRV signal was analyzed from female participants: eleven healthy shift workers and seven non-shift workers. The HRV signal was decomposed into intrinsic mode functions (IMFs) using the empirical mode decomposition method, and then the IMFs were analyzed using the multiscale-multifractal detrended fluctuation analysis (MMF-DFA) method. The MMF-DFA was applied to estimate the self-similarity coefficients, α(q, τ), considering moment orders (q) between -5 and +5 and scales (τ) between 8 and 2,048 s. Additionally, to describe the multifractality at each τ in a simple way, a multifractal index, MFI(τ), was computed. Compared to non-shift workers, shift workers presented an increase in the scaling exponent, α(q, τ), at short scales (τ < 64 s) with q < 0 in the high-frequency component (IMF1, 0.15-0.4 Hz) and low-frequency components (IMF2-IMF3, 0.04-0.15 Hz), and with q> 0 in the very low frequencies (IMF4, < 0.04 Hz). In addition, at large scales (τ> 1,024 s), a decrease in α(q, τ) was observed in IMF3, suggesting an alteration in the multifractal dynamic. MFI(τ) showed an increase at small scales and a decrease at large scales in IMFs of shift workers. This study helps to recognize the multifractality of HRV during sleep, beyond simply looking at indices based on means and variances. This analysis helps to identify that shift workers show alterations in fractal properties, mainly on short scales. These findings suggest a disturbance in the autonomic nervous system induced by the cardiovascular stress of shift work.