Decreased physical activity (PA) is a global concern contributing to the rise in cardiometabolic diseases. One potential mechanism linking insufficient PA and poor health is dysregulated autonomic nervous system (ANS) activity. This relationship is established in adults and PA recommendations, with specific exercise prescription guidelines, have been proposed to overcome this societal health burden. However, research on the benefits and underlying mechanisms of exercise on ANS activity in children <18 years old is limited. This review aimed to describe the optimal exercise “dose” and potential mechanisms of action that exercise may pose on enhancing child ANS activity, represented by heart rate variability (HRV). PubMed, Web of Science and Google Scholar were searched for articles examining the influence of exercise on child HRV. Various exercise duration and frequency combinations appear to improve HRV indices, primarily those representing parasympathetic influence. Furthermore, both aerobic and resistance training benefit HRV through potentially different mechanisms with intensity proposed to be important for exercise prescription. Findings indicate that exercise is a crucial lifestyle modification with protective and therapeutic effects on cardiometabolic health associated with improvements in child ANS activity. Exercise programming must consider the various components including mode, intensity and population characteristics to optimize ANS health.