Anorexia nervosa represents a severe mental disorder associated with food avoidance and malnutrition. In patients suffering from anorexia nervosa, cardiovascular complications are the main reason leading to morbidity and mortality. However, the origin and pathological mechanisms leading to higher cardiovascular risk in anorexia nervosa are still unclear. In this aspect, the issue of exact pathological mechanisms as well as sensitive biomarkers for detection of anorexia nervosa-linked cardiovascular risk are discussed. Therefore, this review synthesised recent evidence of dysfunction in multiple neuroendocrine axes and alterations in the immune system that may represent anorexia nervosa-linked pathological mechanisms contributing to complex cardiovascular dysregulation. Further, this review is focused on identification of non-invasive biomarkers for the assessment of increased cardiovascular risk in anorexia nervosa that can be linked to a clinical application. Complex non-invasive assessment of cardiovascular autonomic regulation—cardiac vagal control (heart rate variability), sympathetic vascular activity (blood pressure variability), and cardiovascular reflex control (baroreflex sensitivity)—could represent a promising tool for early diagnosis, personalized therapy, and monitoring of therapeutic interventions in anorexia nervosa particularly at a vulnerable adolescent age.