(1) Background: Remote ischemic preconditioning (RIPC) is an intervention involving the application of brief episodes of ischemia and reperfusion to distant tissues to activate protective pathways in the heart. There is evidence suggesting the involvement of the autonomic nervous system (ANS) in RIPC-induced cardioprotection. This study aimed to investigate the immediate effects of RIPC on the ANS using a randomized controlled trial. (2) Methods: From March 2018 to November 2018, we conducted a single-blinded randomized controlled study involving 51 healthy volunteers (29 female, 24.9 [23.8, 26.4] years). Participants were placed in a supine position and heart rate variability was measured over 260 consecutive beats before they were randomized into either the intervention or the SHAM group. The intervention group underwent an RIPC protocol (3 cycles of 5 min of 200 mmHg ischemia followed by 5 min reperfusion) at the upper thigh. The SHAM group followed the same protocol but on the right upper arm, with just 40 mmHg of pressure inflation, resulting in no ischemic stimulus. Heart rate variability measures were reassessed afterward. (3) Results: The intervention group showed a significant increase in RMSSD, the possible marker of the parasympathetic nervous system (IG: 14.5 [5.4, 27.5] ms vs. CG: 7.0 [-4.3, 23.1 ms], p = 0.027), as well as a significant improvement in Alpha 1 levels compared to the control group (IG: -0.1 [-0.2, 0.1] vs. CG: 0.0 [-0.1, 0.2], p = 0.001). (4) Conclusions: Our results hint that RIPC increases the RMSSD and Alpha 1 parameters showing possible immediate parasympathetic modulations. RIPC could be favorable in promoting cardioprotective or/and cardiovascular effects by ameliorating ANS modulations.