Autonomic nervous system (ANS) dysfunction can arise after severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) infection and heart rate variability (HRV) tests can assess its integrity. This review investigated the relationship between the impact of SARS-CoV-2 infection on HRV parameters. Comprehensive searches were conducted in four electronic databases. Observational studies with a control group reporting the direct impact of SARS-CoV-2 infection on the HRV parameters in July 2022 were included. A total of 17 observational studies were included in this review. The square root of the mean squared differences of successive NN intervals (RMSSD) was the most frequently investigated. Some studies found that decreases in RMSSD and high frequency (HF) power were associated with SARS-CoV-2 infection or the poor prognosis of COVID-19. Also, decreases in RMSSD and increases in the normalized unit of HF power were related to death in critically ill COVID-19 patients. The findings showed that SARS-CoV-2 infection, and the severity and prognosis of COVID-19, are likely to be reflected in some HRV-related parameters. However, the considerable heterogeneity of the included studies was highlighted. The methodological quality of the included observational studies was not optimal. The findings suggest rigorous and accurate measurements of HRV parameters are highly needed on this topic.