Objective Adjustment disorder (AD) remains an ambiguous diagnosis that overlaps with major depressive disorder (MDD). This study compared autonomic reactivity to the stress between AD and MDD to test for biological differences. Methods Physically healthy Korean male soldiers admitted to a psychiatric ward were recruited for participation. Clinical diagnoses indicated that 62 patients with AD and 47 with MDD were selected. Procedures consisted of electrocardiogram measurements according to three consecutive phases lasting five minutes each [i.e., resting, stress (including a mental arithmetic task and Stroop color word test), and recovery]. Results The reactive trends of all heart rate variability (HRV) parameters related to the stress tasks in participants with AD did not differ from those with MDD. High-frequency HRV (a proxy of parasympathetic activity) increased during times of stress for participants with AD and MDD. Despite similar reactive trends, AD participants had higher HRV values than participants with MDD during whole phases, particularly for variables reflecting overall autonomic activity. Conclusion AD is associated with higher basal activity in the autonomous nervous system when compared to MDD. However, both are associated with pathophysiology indicating an altered autonomic reactivity to stress.