Heart rate variability (HRV) is a proxy measure of autonomic function and can be used as an indicator of swine stress. While traditional linear measures are used to distinguish between stressed and unstressed treatments, inclusion of nonlinear HRV measures that evaluate data structure and organization shows promise for improving HRV interpretation. The objective of this study was to evaluate the inclusion of nonlinear HRV measures in response to an acute heat episode. Twenty 12- to 14-week-old growing pigs were individually housed for 7 days and acclimated to thermoneutral conditions (20.35°C ± 0.01°C; 67.6% ± 0.2% RH) before undergoing one of the two treatments: (1) thermoneutral control (TN; n = 10 pigs) or (2) acute heat stress (HS; n = 10 pigs; 32.6°C ± 0.1°C; 26.2% ± 0.1% RH). In Phase 1 of the experimental procedure (P1; 60 min), pigs underwent a baseline HRV measurement period in thermoneutral conditions before treatment [Phase 2; P2; 60 min once gastrointestinal temperature (Tg) reached 40.6°C], where HS pigs were exposed to heated conditions and TN pigs remained in thermoneutral conditions. After P2, all pigs were moved back to thermoneutral conditions (Phase 3; P3; 60 min). During each phase, Tg data were collected every 5 min and behavioural data were collected to evaluate the amount of time each pig spent in an active posture. Additionally, linear (time and frequency domain) and nonlinear [sample entropy (SampEn), de-trended fluctuation analysis, percentage recurrence, percentage determinism (%DET), mean diagonal line length in a recurrence plot] HRV measures were quantified. Heat stressed pigs exhibited greater Tg (P = 0.002) and spent less time in an active posture compared to TN pigs during P2 (P = 0.0003). Additionally, low frequency to high frequency ratio was greater in HS pigs during P3 compared to TN pigs (P = 0.02). SampEn was reduced in HS pigs during P2 (P = 0.01) and P3 (P = 0.03) compared to TN pigs. Heat stressed pigs exhibited greater %DET during P3 (P = 0.03) and tended to have greater %DET (P = 0.09) during P2 than TN pigs. No differences between treatments were detected for the remaining HRV measures. In conclusion, linear HRV measures were largely unchanged during P2. However, changes to SampEn and %DET suggest increased heat stress as a result of the acute heat episode. Future work should continue to evaluate the benefits of including nonlinear HRV measures in HRV analysis of swine heat stress.