Objective  Autonomic nervous system (ANS) imbalance has been cross-sectionally associated with inflammatory processes. Longitudinal studies are needed to shed light on the nature of this relationship. We examined cross-sectional and bidirectional prospective associations between cardiac autonomic measures and inflammatory markers. Methods  Analyses were conducted with baseline (n = 2823), 2-year (n = 2099), and 6-year (n = 1774) data from the Netherlands Study of Depression and Anxiety. To compare the pattern of results, prospective analyses with ANS (during sleep, leisure time, and work) and inflammation were conducted in two data sets from the Netherlands Twin Register measured for 4.9 years (n = 356) and 5.4 years (n = 472). Autonomic nervous system measures were heart rate (HR) and respiratory sinus arrhythmia (RSA). Inflammatory markers were C-reactive protein (CRP) and interleukin (IL)-6. Results  The Netherlands Study of Depression and Anxiety results showed that higher HR and lower RSA were cross-sectionally significantly associated with higher inflammatory levels. Higher HR predicted higher levels of CRP (B = .065, p < .001) and IL-6 (B = .036, p = .014) at follow-up. Higher CRP levels predicted lower RSA (B = −.024, p = .048) at follow-up. The Netherlands Twin Register results confirmed that higher HR was associated with higher CRP and IL-6 levels 4.9 years later. Higher IL-6 levels predicted higher HR and lower RSA at follow-up. Conclusions  Autonomic imbalance is associated with higher levels of inflammation. Independent data from two studies converge in evidence that higher HR predicts subsequent higher levels of CRP and IL-6. Inflammatory markers may also predict future ANS activity, but evidence for this was less consistent.