The objective is to prospectively investigate short- and mid-term changes of heart rate variability (HRV) in patients with relapsing-remitting multiple sclerosis (RRMS), being started on fingolimod. In this prospective clinical trial, patient (n = 33) with RRMS starting treatment with fingolimod underwent a time-domain-based analysis of HRV (breathing at rest, deep breath, and in response to the Valsalva maneuver) shortly before, 4.5 h and 3 months after first intake. Blood pressure changes after the Valsalva maneuver were used as a marker of the sympathetic noradrenergic system. We used a non-invasive continuous beat-to-beat heart rate and blood pressure monitoring. In addition, the Fatigue Severity Scale and the refined and abbreviated Composite Autonomic Symptom Score were applied. Significant changes in HRV in RRMS patients, following treatment with fingolimod, were detected. After an initial increase in HRV, measured 4.5 h after the first intake of fingolimod, a substantial decrease in HRV occurred within 3 months on continuous treatment. There is a growing body of evidence for short-term cardiovascular side effects in continuous treatment with fingolimod, driven by the ANS. The mechanisms and the clinical relevance of the observed changes in HRV need further evaluation, especially in longer and larger prospective studies.