What is the central question of this study? Auditory stimulation produces a response in different physiological systems: cardiac, peripheral blood flow, electrodermal, cortical and peripheral haemodynamic responses and auditory event-related potentials. Do all these subsystems covary when responding to auditory stimulation, suggesting a unified locus of control, or do they not covary, suggesting independent loci of control for these physiological responses? What is the main finding and its importance? Auditory sensory gating reached a fixed level of neural activity independently of the intensity of auditory stimulation. The use of multivariate techniques revealed the presence of different regulatory mechanisms for the different physiologically recorded signals. We studied the effects of an increasing amplitude of auditory stimulation on a variety of autonomic and CNS responses and their possible interdependence. The subjects were stimulated with an increasing amplitude of auditory tones while the auditory event-related potentials (ERPs), the cortical and extracerebral functional near-infrared spectroscopy (fNIRS) signal of standard and short separation channel recordings, the peripheral pulse measured by photoplethysmography, heart rate and electrodermal responses were recorded. Trials with eight tones of equal amplitude were presented. The results showed a parallel increase of activity in ERPs, fNIRS and peripheral responses with the increase in intensity of auditory stimulation. The ERPs, measured as peak-to-peak N1-P2, showed an increase in amplitude with auditory stimulation and a high attenuation from the first presentation with respect to the second to eighth presentations. Peripheral signals and standard and short channel fNIRS responses showed a decrease in amplitude in the high-intensity auditory stimulation conditions. Principal components analysis showed independent sources of variance for the recorded signals, suggesting independent control of the recorded physiological responses. The present results suggest a complex response associated to the increase of auditory stimulation with a fixed amplitude for ERPs, and a decrease in the peripheral and cortical haemodynamic response, possibly mediated by activation of the sympathetic nervous system, constituting a defensive reflex to excessive auditory stimulation.