Heart rate variability (HRV) is often modulated by pain; therefore, the objective of this study was to assess whether the induction of delayed-onset muscle soreness (DOMS) is already affected by HRV alterations during exercise, in spite of the fact that pain evolves only post-exercise. An isokinetic dynamometer was used to induce DOMS in this study on 19 young male elite handball players who were subjected to HRV measurements throughout a DOMS-inducing exercise session. The result of this study indicated that the heart rate (HR) dependence of time-frequency domain parameters could be described by an exponential-like function, while entropy showed a V-shaped function, with a minimum "turning point" separated by descending and ascending intervals. The DOMS protocol upshifted the time-frequency domain HRV parameters in the entire HR range, contrary to the sample entropy values that were systematically downshifted, indicative of an upregulated sympathetic tone. The group-averaged HR-dependent sample entropy function showed a nonlinear character under exercise, with lower values for higher DOMS than for the group with lower DOMS below the turning-point HR, and vice versa above it. The differences between the respective HRV(HR) point sets representing the low-DOMS and high-DOMS groups were quantified using a statistical method and found to be significant at the current sample size for all the HRV parameters used. Since oxidative stress is implicated in DOMS, we are the first to report that nonlinear alterations may impact HRV in a HR-dependent manner in DOMS using a Piezo2 interpretation. This finding provides further indirect evidence for an initiating neural microdamage that prevails under DOMS-inducing exercise, and the diagnostic detection of this point may provide control for avoiding further injury risk in sports and exercise activities.