Stressful social situations like social exclusion are particularly challenging for patients with borderline personality disorder (BPD) and often lead to dysfunctional reactive behaviour of aggression and withdrawal. The autonomous signature of these core symptoms of BPD remains poorly understood. The present study investigated the parasympathetic response to social exclusion in women with BPD (n = 62) and healthy controls (HC; n = 87). In a between-subjects design, participants experienced objective social exclusion or overinclusion in the Cyberball task, a virtual ball-tossing game. Need threat scores served as individual measures of perceived exclusion and the resulting frustration of cognitive–emotional needs. Five-minute measurements of high-frequency heart rate variability (HF-HRV) at three time points (before, during, after Cyberball) indicated parasympathetic tone and regulation. We observed a trend towards lowered baseline HF-HRV in BPD vs. HC in line with previous findings. Interestingly, the parasympathetic response of patients with BPD to objective and perceived social exclusion fundamentally differed from HC: higher exclusion was associated with increased parasympathetic activation in HC, while this autonomic response was reversed and blunted in BPD. Our findings suggest that during social stress, the parasympathetic nervous system fails to display an adaptive regulation in patients with BPD, but not HC. Understanding the autonomous signature of the stress response in BPD allows the formulation of clinically relevant and biologically plausible interventions to counteract parasympathetic dysregulation in this clinical group.