Stomatal aperture is an essential factor both in regulation of transpiration and net photosynthesis. This regulation is especially important in the response of plants to drought or to an increase in leaf-to-air vapor pressure difference (VPD); however, such a regulation is part of a complex dynamical environment, associated with multiple regulatory pathways. Accordingly, we studied the effects of VPD on gas exchange of Citrus sinensis via the evaluation of two complementary analytic approaches, to approach an understanding of the full scope of the system interactions. First, we used classical statistical methodologies, e.g., means, coefficient of variation, and linear correlation. Second, we used measures developed for more model-independent applications, Approximate Entropy (ApEn) to evaluate the irregularity or complexity of gas exchange time-series, and network connectance to evaluate changes in the extent of linkage among specified gas exchange parameters. The analyses of experiments carried out under constant environmental conditions in each VPD treatment (1.0, 2.0 and 3.0 kPa) showed a number of relatively subtle results of physiological consequence, such as differences in network connectance during the period of measurements at the same condition showing different patterns of gas exchange regulation. Additionally, VPD changes affect the dynamics of gas exchange by alterations in the irregularity of the time-series. These experiments highlight the endogenous and self-organized mechanisms that underlie the gas exchange process with further theoretical findings and possible practical applications.