BACKGROUND: Several studies have demonstrated the importance of the autonomic nervous system through sympathetic and parasympathetic components in the management of the interaction between different parts of the body. These studies have applied linear and nonlinear techniques (Chaos Theory) for assessment in different situations, illnesses and age groups, using the heart rate variability (HRV). OBJECTIVE: To apply knowledge of linear and nonlinear dynamics in the assessment of preterm neonates (PTN), analyzing their HRV and comparing with healthy term neonates (NT). METHODS: Forty-eight premature neonates with different gestational ages had their heart rates assessed with the aid of a Polar Advanced S810i and HRV obtained by recording RR intervals. HRV was analyzed according to time (SDNN, RMSSD, SD1/SD2), frequency (VLF, LF, HF and LF/HF) and chaos (TAU and its standardization [TAU(n)], Lyapunov Exponent and Enthropy). PTN were compared with a group of 78 healthy NT with no perinatal events using Kruskal-Wallis nonparametric test. RESULTS: We detected a statistically significant difference between groups for all variables, both in time, frequency and chaos. CONCLUSION: Preterm Neonates have a less complex heart rate variability behavior than term neonates, which was evident in time, frequency and chaos. The study of heart rate variability in this group can be considered another tool in the evaluation of autonomic maturation and hence the progression to normality.