Background: Difficulty modulating sensory input related to multi-sensory integration dysfunction, specifically the sensory over-responsive (SOR) type, is associated with psychological distress and hyperalgesia in children and adults. Scares reports suggest atypical autonomic nervous system (ANS) reactivity to innocuous sensory stimuli in children with SOR. Thus, the ANS may contribute to sensory stimuli responses and psychological distress. This exploratory study aimed to characterize the ANS reactivity to single and dual pain stimulation, and in relation to psychological distress in adults with SOR. Methods: Healthy women with SOR (n = 9) vs. without SOR (n = 9) underwent two runs of single pain stimulation and a third run comprised of dual pain stimulation. Pain was self-rated, while heart rate variability was measured and analyzed in the time and frequency domains. In addition, questionnaires assessing anxiety and somatization were utilized. Results: While controls demonstrated a vagal tone withdrawal (root mean square of successive differences in R-R-intervals; (RMSSD)) p = 0.029 from base-line to the third run, this was absent in the SOR group. However, no group differences were found in pain ratings. Furthermore, groups differed in the correlations between R-R mean and the level of both anxiety (p = 0.006) and somatization (p < 0.001); while in the SOR group, higher levels of anxiety and somatization correlated with shorter R-R intervals, the opposite was found in the control group. Conclusions: This is the first study to demonstrate in women with SOR atypical vagal tone reactivity to challenging pain load. Vagal tone reactivity is related to both pain ratings and psychological distress.