The short-term scaling exponent of detrended fluctuation analysis (DFA-a1) of heart rate variability may be a helpful tool to assess autonomic balance as a prelude to daily, individualized training. For this concept to be useful, between-session reliability should be acceptable. The aim of this study was to explore the reliability of DFA-a1 during a low-intensity exercise session in both a non-fatigued and a fatigued condition in healthy males and females. Ten participants completed two sessions with each containing an exhaustive treadmill ramp protocol. Before and after the fatiguing ramp, a standardized submaximal low-intensity exercise bout was performed during which DFA-a1, heart rate, and oxygen consumption (VO2) were measured. We compared between-session reliability of all metrics prior to the ramps (i.e., non-fatigued status) and after the first ramp (i.e., fatigued status). Intraclass correlation coefficients (ICC) with 95% confidence intervals (CI), the standard error of measurement, and the smallest worthwhile change (SWC) were determined. The ICC and SWC pre fatiguing ramp were 0.85 (95% CI 0.39–0.96) and 5.5% for DFA-a1, 0.85 (0.38–0.96) and 2.2% for heart rate, and 0.84 (0.31–0.96) and 3.1% for VO2. Post fatiguing ramp, the ICC and SWC were 0.55 (0.00–0.89) and 7.9% for DFA-a1, 0.91 (0.62–0.98) and 1.6% for heart rate, and 0.80 (0.17–0.95) and 3.0% for VO2. DFA-a1 shows generally acceptable to good between-session reliability with a SWC of 0.06 and 0.07 (5.5–7.9%) during non-fatigued and fatigued conditions. This suggests that this metric may be useful to inform on training readiness.