Background: The autonomic nervous system, which is composed of the sympathetic and parasympathetic nervous system, is closely related to the cardiovascular system. The temporal variation between each of the intervals between the consecutive “R” waves of an electrocardiogram is known as heart rate variability. Depending on the type of activity, both systems can be activated, and also influence the interval between “R” waves. Currently, with advancements in technology and electronic devices, photoplethysmography is used. Photoplethysmography detects changes in the intensity of reflected light that allow differentiation between systole and diastole and, therefore, determines the heart rate, its frequency and its variations. In this way, changes in the autonomic nervous system can be detected by devices such as the Max Pulse®. Objective: To determine whether the information provided by Max Pulse® on autonomic balance and stress is modified after intense physical exercise, thereby determining whether there is a relationship with body composition, and also whether there are differences with respect to gender. Materials and Methods: Fifty-three runners (38.9% female) with a mean age of 31.3 ± 8.1 years participated in the study. Two measurements (before and after intense physical effort) were performed with the Max Pulse® device. The flotoplethysmography measurement lasted 3 min, and was performed in the supine position. The exercise test was performed on a treadmill. It was initiated at a speed of 6 and 7 km/h for women and men, respectively. Subjects indicated the end of the test by making a hand gesture when unable to continue the test. Results: Autonomic nervous system activity and mental stress values decreased significantly (p < 0.05) in men and women, while autonomic nervous system balance decreased only in women. Physical stress increased (p < 0.05) in both sexes. Conclusions: Intense exercise causes changes in variables that assess autonomic nervous system balance and stress, as measured by a device based on photoplethysmography. The changes are evident in both sexes, and are not related to body composition.