The purpose of this study is to study the effect of age on the correlation between heart rate variability (HRV) and blood pressure variability (BPV). To meetthis end, multi-scale cross correlation (CC) analysis of HRV and systolic blood pressure variability (SBPV) was performed. The Approximate Entropy (ApEn) and Recurrence Quantification Analysis (RQA) derived indices, calculated from RR interval series (RRi) and systolic blood pressure (SBP) series at multiple temporal scales, are the basis of this CC analysis. For the computation of ApEn and RQA indices, the tolerance threshold (r) is chosen by either: (i) selecting any arbitrary value (0.2) within the recommended range (0.1-0.25) times standard deviation (SD) of time series, and (ii) taking the 'r' (ropt) corresponding to maximum ApEn (ApEnmax) as tolerance threshold. It is found that (i) at each time scale (τ), a lower SD is observed when indices are computed using ropt than [Formula: see text] (r0.2), for RRi as well as SBP series, (ii) descriptive indices of RRi are found significant (p < 0.05) at all scales (τ), however for SBP, these are found insignificant (p > 0.05) at most of the scales, (iii) CC values of descriptive statistics viz., mean and SD are not significant (p > 0.05) irrespective of τ, barring τ = 1, (iv) CC values of ApEn and RQA indices, found using ropt, are found significant (p < 0.05) and provide enhanced stratification at τ = 1, 2 and 3, whereas this significant correlation and strong classification is missing for indices calculated using r0.2, and (v) Lastly as τ increases, ApEn and RQA indices, computed with ropt, reverse their trend but manage to provide significant difference in elder and younger subjects. It is concluded that HRV and SBPV interactions gets altered with age. Descriptive indicators however are not enough to capture these changes. These complex interactions can only be deciphered using complexity-based methods such as approximate entropy and that too at the multiple scale level.