Major depression disorder (MDD) patients express dysfunction autonomic nervous system (ANS) and reduced heart rate variability (HRV). However, previous researches mainly focused on examining resting state without considering a series of stimulation tests of ANS between MDD patients and healthy people. For this purpose, 40 healthy people and 40 MDD patients participated and finished 10min clinical autonomic test-Ewing test. Parameters of HRV such as time domain, frequency domain, and nonlinear dynamical parameters were calculated. Most of HRV parameters during Ewing test of MDD patients are lower than healthy people, and inversely, the ratio of low frequency to high frequency is higher when standing up. In addition, heart rate of healthy people in deep breathing and Valsalva test states are higher than that in resting state, nonlinear dynamical parameter (RCMSE1) of healthy people in standing up state is higher than that in Valsalva test state. The experimental results suggest that parasympathetic nervous system of MDD patients is influenced by mental state and become dysfunction under long-term depression, it cannot exert normal physiological functions when it is activated. Sympathetic activity increases on MDD patients, and this enhancement is more obvious which expresses higher complexity of HRV time series.