People with fibromyalgia (FM) exhibit alterations in brain electrical activity and autonomic modulation compared to healthy individuals. Objectives: This study aimed to investigate transcranial direct current stimulation (tDCS) effects on brain electrocortical activity and heart rate variability (HRV), specifically targeting the dorsolateral prefrontal cortex in both healthy controls (HC) and FM groups, to identify potential differences in the responses between these groups, and to compare the effectiveness of two distinct tDCS intensities (1 mA and 2 mA) against a sham condition. Methods: Electroencephalography and electrocardiogram signals were recorded pre- and post-tDCS intervention. All participants underwent the three conditions (sham, 1 mA, and 2 mA) over three separate weeks, randomized in order. Results: No statistically significant baseline differences were found in the investigated HRV variables. In the FM group, 1 mA tDCS induced significant increases in LF, LF/HF, mean HR, SDNN, RMSSD, total power, SD1, SD2, and SampEn, and a decrease in HF, suggesting a shift toward sympathetic dominance. Additionally, 2 mA significantly increased SampEn compared to sham and 1 mA. In the HC group, sham increased DFA1 compared to 1 mA, and 2 mA induced smaller changes in SampEn relative to sham and 1 mA. No significant differences were found between FM and HC groups for any tDCS intensity. Conclusions: The effects of dlPFC-tDCS on HRV are intensity- and group-dependent, with the FM group exhibiting more pronounced changes at 1 mA and 2 mA. These findings emphasize the need for individualized stimulation protocols, given the variability in responses across groups and intensities.