Both heart rate (HR) and brain functioning involve the integrated output of a multitude of regulatory mechanisms, that are not quantified adequately by linear approximations such as means and standard deviations. It was therefore considered whether non-linear measures of HR complexity are more strongly associated with cognition and mood. Whilst resting, the inter-beat (R-R) time series of twenty-one males and twenty-four females were measured for five minutes. The data were summarised using time, frequency and nonlinear complexity measures. Attention, memory, reaction times, mood and cortisol levels were assessed. Nonlinear HR indices captured additional information, enabling a greater percentage of the variance in behaviour to be explained. On occasions non-linear indices were related to aspects for behaviour, for example focused attention and cortisol production, when time or frequency indices were not. These effects were sexually dimorphic with HR complexity being more strongly associated with the behaviour of females. It was concluded that nonlinear rather than linear methods of summarizing the HR times series offers a novel way of relating brain functioning and behaviour. It should be considered whether non-linear measures of HR complexity can be used as a biomarker of the integrated functioning of the brain.