The entropy-based parameters determined from the electrodermal activity (EDA) biosignal evaluate the complexity within the activity of the sympathetic cholinergic system. We focused on the evaluation of the complex sympathetic cholinergic regulation by assessing EDA using conventional indices (skin conductance level (SCL), non-specific skin conductance responses, spectral EDA indices), and entropy-based parameters (approximate, sample, fuzzy, permutation, Shannon, and symbolic information entropies) in newborns during the first three days of postnatal life. The studied group consisted of 50 healthy newborns (21 boys, average gestational age: 39.0 ± 0.2 weeks). EDA was recorded continuously from the feet at rest for three periods (the first day—2 h after birth, the second day—24 h after birth, and the third day—72 h after birth). Our results revealed higher SCL, spectral EDA index in a very-low frequency band, approximate, sample, fuzzy, and permutation entropy during the first compared to second and third days, while Shannon and symbolic information entropies were lower during the first day compared to other periods. In conclusion, EDA parameters seem to be sensitive in the detection of the sympathetic regulation changes in early postnatal life and which can represent an important step towards a non-invasive early diagnosis of the pathological states linked to autonomic dysmaturation in newborns.