The study of coordinated behavior between different systems of the human body provides useful information on the functioning of the body. The peculiarities of interaction and coordinated dynamics of the heart rate and respiration are of particular interest. We investigated the coherence of the processes of respiration and autonomic control of the heart rate for people of different ages in the awake state, in sleep with rapid eye movement, and in deep sleep. Our analysis revealed a monotonic decrease in the coherence of these processes with increasing age. This can be explained by age-related changes in the system of autonomic control of circulation. For all age groups, we found a qualitatively similar dynamics of the coherence between the studied processes during a transition from the awake state to sleep.