Cardiovascular diseases are one of the most common causes of death in elderly patients. The etiology of cardiomyopathies is difficult to discern clinically. The objective of this study was to classify cardiomyopathy patients using coupling analysis, through their cardiovascular behavior and the baroreflex response. A total of thirty-eight cardiomyopathy patients (CMP) classified as ischemic (ICM, 25 patients) and dilated (DCM, 13 patients) were analyzed. Thirty elderly control subjects (CON) were used as reference. Their electrocardiographic (ECG) and blood pressure (BP) signals were studied. To characterize the cardiovascular activity, the following temporal series were extracted: beat-to-beat intervals (from the ECG signal), and end- systolic and diastolic blood pressure amplitudes (from the BP signal). Non-linear characterization techniques like high resolution joint symbolic dynamics, segmented Poincaré plot analysis, normalized shorttime partial directed coherence, and dual sequence method were used to characterize these times series. The best indices were used to build support vector machine models for classification. The optimal model for ICM versus DCM patients achieved 84.2% accuracy, 76.9% sensitivity, and 88% specificity. When CMP patients and CON subjects were compared, the best model achieved 95.5% accuracy, 97.3% sensitivity, and 93.3% specificity. These results suggest a disfunction in the baroreflex mechanism in cardiomyopathies patients.