Introduction: Cardiac arrhythmias are the most common cause of death in hemodialysis. Autonomic dysfunction plays a central role in this arrhythmogenic background. Previous studies on hemodialysis-related changes in heart rate variability (HRV) give contradictory results. This study investigated HRV indices both at rest and in response to physical and mental stimulation maneuvers at multiple time-points around and during the hemodialysis procedure. Methods: Autonomic function was assessed by linear and nonlinear HRV indices at predialysis, during dialysis (3 equal time-periods), postdialysis, and on the nondialysis day in 36 hemodialysis patients. Continuous measurement of beat-by-beat heart rate was recorded with Finometer-PRO (The Netherlands) at rest and after orthostatic, sit-to-stand, handgrip, and mental-arithmetic test. Results: The RMSSD, SD1, and SD2 indices significantly increased during dialysis (early-HD, mid-HD, late-HD periods) compared with the predialysis levels (p < 0.05) and returned to baseline postdialysis (RMSSD: 54.39 ± 83.73 vs. 137.98 ± 109.53* vs. 119.85 ± 97.34* vs. 144.47 ± 88.74* vs. 85.82 ± 121.43msec, *p < 0.05 vs. predialysis and postdialysis). No differences were detected in the above indices between the predialysis and nondialysis day. However, postdialysis, the HRV responses to orthostatic and sit-to-stand tests were more exaggerated than in the predialysis measurements (p < 0.05). The HRV responses both at resting and physical tests in the nondialysis day were similar to the predialysis levels. HRV indices in the mental arithmetic test during hemodialysis were much higher than at the nondialysis day (RMSSD: 77.05 [180.41] versus 19.75 [105.47] msec; p = 0.031). Conclusions: Hemodialysis causes marked changes in the autonomic function. Resting HRV indices return to baseline postdialysis, but HRV responses to physical stress remain exaggerated and return to baseline on the nondialysis day. Detecting patients with significant autonomic dysfunction may help towards reduction of arrhythmia risk through individualized approaches.