: Major depressive disorder (MDD) and cardiovascular diseases (CVDs) represent serious and prevalent medical conditions. Autonomic nervous system (ANS) dysfunctions, expressed by parameters of heart rate variability (HRV) and heart rate turbulence (HRT), have been repeatedly associated with depression. The aim of our study was to identify potential HRV and HRT alterations in patients with MDD, before and after selective serotonin reuptake inhibitor (SSRI) therapy, and to observe any correlations between these parameters and the severity of depressive symptoms. Another aim was to evidence if there was a normalization or improvement of HRV and HRT parameters that paralleled the reduction of the intensity of depressive symptoms. : We studied heart rate variability (HRV) and heart rate turbulence (HRT) in a sample of 78 patients, aged under 51 years, who were referred to our outpatient clinic between June 2017 and December 2019, for complaints in the context of a new onset major depressive disorder (MDD), before and after therapy with SSRIs. : By using 24 h Holter ECG monitoring, we evidenced alterations of HRV and HRT parameters, significantly correlated with the severity of depressive symptoms ( < 0.001), as assessed by the Montgomery-Åsberg Depression Rating Scale (MADRS). Our results indicated that these parameters improved following one and six months of SSRI therapy, when a partial or total remission of depressive symptoms was achieved ( < 0.001). Changes in HRV parameters were correlated with the reduction of the severity of depression. : In our study group, we highlighted, through 24 h ECG Holter monitoring, frequent and clear HRV and HRT abnormalities that were statistically correlated with the severity of depressive symptoms. Furthermore, we were able to document a progressive improvement of these parameters, which corresponded with the improvement of depressive symptoms under SSRI therapy, when compared to the values measured before the commencement of antidepressant pharmacotherapy.