This study was conducted to investigate the changes in the autonomic nervous system in middle-aged women induced by aerobic and resistance exercise. A randomized controlled design was adopted; 22 premenopausal middle-aged women were divided into the resistance training and aerobic exercise groups (n = 11 each). Each group followed a specific 60 min exercise program three times a week for 12 weeks. The participants’ heart rate variability (HRV) was measured to analyze the low(LF)- and high-frequency (HF) activity, and the LF/HF ratio was calculated to examine the autonomic nervous system’s activities. A repeated-measures analysis of variance was used to analyze the effects of resistance and aerobic exercise. LF activity significantly increased in both the resistance training (p < 0.001) and aerobic exercise (p < 0.5) groups, indicating a significant variation according to time effect. HF activity was significantly increased only in resistance training (p < 0.001) with a significant variation in time (p < 0.001) and an interaction effect (p < 0.01). The LF/HF ratio did not vary significantly in either group. The findings in this study suggest that both aerobic exercise and resistance training were effective for sympathetic nerve activities in middle-aged women and that the effects on the sympathetic and parasympathetic activities were greater for resistance training.