Background Gulf War Illness (GWI) is a poorly understood condition characterized by a constellation of mood, cognitive, and physical symptoms. A growing body of evidence demonstrates autonomic nervous system (ANS) dysfunction. Few published treatment studies exist for GWI. Method We recently completed a randomized controlled trial comparing a 10-week group yoga intervention to 10-week group cognitive behavioral therapy (CBT) for veterans with GWI. Here, we present exploratory data on ANS biomarkers of treatment response from a small pilot exploratory neurophysiological add-on study (n = 13) within that larger study. Results Findings suggest that veterans with GWI receiving either yoga or CBT for pain improved following treatment and that changes in biological ANS—especially for the yoga group—moved in the direction of healthy profiles: lower heart rate, higher square root of the mean squared differences between successive R-R intervals (RMSSD), greater parasympathetic activation/dominance (increased high-frequency heart rate variability [HF-HRV], decreased low-frequency/high-frequency [LF/HF] ratio), reduced right amygdala volume, and stronger amygdala-default mode/amygdala-salience network connectivity, both immediately posttreatment and at 6-month follow-up. Biological mechanisms of CBT appeared to underlie improvements in more psychologically loaded symptoms such as self-reported fatigue and energy. Higher tonic arousal and/or more sympathetic dominance (higher skin conductance, lower RMSSD, lower HF-HRV, higher LF/HF ratio) pretreatment predicted greater treatment-related improvements in self-reported ANS for both the yoga and CBT group. Conclusion These exploratory pilot data provide preliminary support for the suggestion that treatment (yoga, CBT) is associated with improvements in both biological and self-reported ANS dysfunctions in GWI. The major limitation for these findings is the small sample size. Larger and more controlled studies are needed to replicate these findings and directly compare biomarkers of yoga versus CBT.