Heart rate variability (HRV) analysis has become a widely used tool for monitoring pathological and psychological states in medical applications. In a typical classification problem, information fusion is a process whereby the effective combination of the data can achieve a more accurate system. The purpose of this article was to provide an accurate algorithm for classifying HRV signals in various psychological states. Therefore, a novel feature level fusion approach was proposed. First, using the theory of information, two similarity indicators of the signal were extracted, including correntropy and Cauchy-Schwarz divergence. Applying probabilistic neural network (PNN) and k-nearest neighbor (kNN), the performance of each index in the classification of meditators and non-meditators HRV signals was appraised. Then, three fusion rules, including division, product, and weighted sum rules were used to combine the information of both similarity measures. For the first time, we propose an algorithm to define the weights of each feature based on the statistical p-values. The performance of HRV classification using combined features was compared with the non-combined features. Totally, the accuracy of 100% was obtained for discriminating all states. The results showed the strong ability and proficiency of division and weighted sum rules in the improvement of the classifier accuracies.