Athletic performance is determined by many factors, such as cardiorespiratory fitness, muscular strength and psychological features, which all interact simultaneously. The large Italian National Olympic Committee database of Olympic athletes offers a unique healthy population to verify the strength of the interplay among a number of major elements of training, including autonomic nervous system (ANS) modulation, biochemical indicators and body composition, in a system medicine approach. This observational, retrospective study involved 583 individuals. As part of the yearly precompetitive examination, cardiac autonomic (heart rate variability), psychological, physical (cycloergometer stress test), biochemical and body composition (BOD POD) evaluations were performed. In subsequent analysis, we first considered the relationship between body composition and single individual variables in a simple correlation matrix, including a multitude of variables; then, Exploratory Factor Analysis (EFA) restricted the information to six latent domains, each combining congruent information in relation to body composition. Finally, we employed a multiple quantile regression model to evaluate possible relationships between ANSIs (index capable of synthetizing ANS regulation) and the latent domains indicated by EFA reflecting body composition. We observed a clear relationship between ANS and body mass composition parameters, as indicated by both bivariate correlations and the quantile regression result of ANSIs versus the latent domain aggregating mainly body composition data expressed in % (p = 0.002). In conclusion, these results suggest that specific training may elicit parallel adaptation of ANS control and body composition. The analysis of Olympic athletes’ data allowed us to obtain a better understanding of the complex, multidimensional factors involved in determining sport performance. The latter appears to be determined by the simultaneous interaction not only of cardiorespiratory fitness, muscular strength and psychological features, but also of ANS cardiovascular modulation and body composition.