An anticipatory stress response develops before an internal or external stimulus, which initiates a homeostasis process through a chain of responses that enable human organisms to face different threats, thus allowing them to adapt to a continuous and eliciting environment. In the current research, we analyzed the psychophysiological anticipatory anxiety response of professional soldiers prior to a real mission in an actual theater of operation. Autonomic modulation through the heart rate variability values, muscular strength manifestation, and psychological stress of 53 military personnel of Army Airmobile Forces (age: M = 35.4 years, SD = 5.88 years; height: M = 1.75 m, SD = 6.87 cm; body mass: M = 77.33 kg, SD = 11.95 kg; military duty = 14.44 years, SD = 6.43; military operation experience = 4 months, SD = 4.25 months) and a control group of 33 civil participants were analyzed. The military personnel presented significant differences in some HRV values related to the activation of sympathetic systems. We found that the military personnel presented an anticipatory anxiety response only at an autonomic level, showing an increased sympathetic modulation, but not at a psychological level, since their anxiety levels were not significantly different than those of the control civilians. In addition, this anticipatory anxiety response did not affect muscular strength manifestation, as it presented no significant differences between the military personnel and the control group.