The non-linear analysis of the heart rate variability (HRV) is a potential correlation tool between physiological and emotional states. The aim of this study was correlate changes in non-linear parameters of the HRV with anxiety and depression indices in higher education entrants from Federal University of Goiás (UFG). To record HRV, the Polar Frequency Metermodel Polar® RS800cx (Electro Oi, Finland) was used. To analyze the levels of depression, the Beck Depression Inventory-I (BDI) was used, and for analysis of anxiety, the Inventories of State and Trace (IDATE T and E). Altogether, 50 (19.4±2.48 years) volunteers participated in the study. The scores of the depression and anxiety inventories indicated that the public had low and moderate indices of both conditions, respectively. Statistically significant correlations were found between the SD2 parameter (from the Poincaré plot in the HRV analysis), entropy data (ApEn and SampEn) and fractal property (DFA: α1) and trait and state anxiety levels. Although ApEn e SampEn still do not have well-defined physiological correspondences, DFA: α1 has been associated with parasympathetic modulation of heart rate. Therefore, it is concluded that chronic negative emotional states, such as anxiety and humor disorders, can be accompanied by parasympathetic increase in HRV, so the organism would be able to not wear out against long-term stressors. New studies are necessary to understand the physiological and evolutional bases of depression and anxiety.