The present study aims to analyze the systemic response to auditory stimulation by means of hemodynamic (cephalic and peripheral) and autonomic responses in a broad range of auditory intensities (70.9, 77.9, 84.5, 89.5, 94.5 dBA). This approach could help to understand the possible influence of the autonomic nervous system on the cephalic blood flow. Twenty‐five subjects were exposed to auditory stimulation while electrodermal activity (EDA), photoplethysmography (PPG), electrocardiogram, and functional near‐infrared spectroscopy signals were recorded. Seven trials with 20 individual tones, each for the five intensities, were presented. The results showed a differentiated response to the higher intensity (94.5 dBA) with a decrease in some peripheral signals such as the heart rate (HR), the pulse signal, the pulse transit time (PTT), an increase of the LFnu power in PPG, and at the head level a decrease in oxygenated and total hemoglobin concentration. After the regression of the visual channel activity from the auditory channels, a decrease in deoxyhemoglobin in the auditory cortex was obtained, indicating a likely active response at the highest intensity. Nevertheless, other measures, such as EDA (Phasic and Tonic), and heart rate variability (Frequency and time domain) showed no significant differences between intensities. Altogether, these results suggest a systemic and complex response to high‐intensity auditory stimuli. The results obtained in the decrease of the PTT and the increase in LFnu power of PPG suggest a possible vasoconstriction reflex by a sympathetic control of vascular tone, which could be related to the decrease in blood oxygenation at the head level.