Introduction: Heart rate variability (HRV), the beat-to-beat variation of adjacent heartbeats, is an indicator of the function of the autonomic nervous system (ANS). Increased HRV reflects well-functioning of autonomic control mechanism and cardiovascular health. The aim of this systematic review is to provide a systematic overview of the effects of different physical training modalities on resting HRV and cardiovascular health and risk factors (i.e., baroreflex sensitivity, body fat, body mass, body mass index, blood pressure, heart rate recovery, VO2 max, and VO2 peak) in young and middle-aged (mean age of the studies samples up to 44 years), healthy adults. Methods: A systematic review in accordance with the PRISMA guidelines was performed. Studies investigating the effects of different physical interventions (endurance, resistance, high-intensity, coordinative, or multimodal training) on HRV were included. Trials were considered eligible if the intervention lasted for at least 4 weeks and participants were regarded as general healthy. Five electronic databases were searched from 2005 to September 8th, 2020. The methodological quality of eligible studies was assessed by two study quality and reporting assessment scales (TESTEX and STARD(HRV)). PROSPERO registration number: CRD42020206606. Results: Of 3,991 retrieved records, 26 were considered eligible and analyzed. Twelve studies used an endurance training (of which three included high-intensity sessions), six studies resistance training, four studies coordinative training, two studies high-intensity training, and two studies used a multimodal intervention. Overall, the results showed for all types of intervention an improvement in linear and non-linear HRV parameters and cardiovascular health and risk factors. However, quality assessment revealed some methodological and reporting deficits. Conclusion: This systematic review highlights the benefits of different types of physical training interventions on autonomic function and health parameters in young and middle-aged, healthy adults. In conclusion, higher training intensities and frequencies are more likely to improve HRV. For future studies, we recommend adhering to the criteria of methodological standards of exercise interventions and HRV measurements and encourage the use of non-linear HRV parameters.