Heart failure (HF) has become even more prevalent in recent years, as a result of improved diagnostics and an increase in the risk factors predisposing to its pathology. Sodium-glucose co-transporter 2 inhibitors (SGLT2i) emerged as one of the key pharmacotherapy options for both reduced and preserved ejection fraction, providing cardio- and renoprotection and improving mortality and cardiovascular (CV) outcomes. The pleiotropism of SGLT2i has led to multiple efforts to understand their distinct pathophysiological interactions with various pathways, including microcirculation, endothelial dysfunction, and inflammation. More recently, the role of SGLT2i on the sympathetic nervous system (SNS) is starting to be recognized, especially as observations of retained or reduced heart rate (HR) despite volume contraction have been noted by investigators in the large clinical trials testing the safety and efficacy of these agents. Both preclinical and clinical studies have been performed, with conflicting results. Interestingly, in both settings, whilst there are indications of SNS modulation by SGLT2i, other studies contradict such findings, without showing, however, worsening of the autonomic homeostasis. Given the importance of neuromodulation in HF, in both pharmacological and interventional therapies, in this review, we aim to describe the role of SNS in CV disease, focusing on HF, analyse preclinical and clinical data regarding the efficacy of SGLT2i in modulating autonomic dysfunction by examining various markers of SNS activation, as well as provide the most plausible theoretical backgrounds on the mechanism of benefit of SNS from the inhibition of SGLT2 receptors.