Physiological oscillations, such as those involved in brain activity, heartbeat, and respiration, display inherent rhythmicity across various timescales. However, adaptive behavior arises from the interaction between these intrinsic rhythms and external environmental cues. In this study, we used multimodal neurophysiological recordings, simultaneously capturing signals from the central and autonomic nervous systems (CNS and ANS), to explore the dynamics of brain and body rhythms in response to rhythmic auditory stimulation across three conditions: baseline (no auditory stimulation), passive auditory processing, and active auditory processing (discrimination task). Our findings demonstrate that active engagement with auditory stimulation synchronizes both CNS and ANS rhythms with the external rhythm, unlike passive and baseline conditions, as evidenced by power spectral density (PSD) and coherence analyses. Importantly, phase angle analysis revealed a consistent alignment across participants between their physiological oscillatory phases at stimulus or response onsets. This alignment was associated with reaction times, suggesting that certain phases of physiological oscillations are spontaneously prioritized across individuals due to their adaptive role in sensorimotor behavior. These results highlight the intricate interplay between CNS and ANS rhythms in optimizing sensorimotor responses to environmental demands, suggesting a potential mechanism of embodied predictive processing.