Study aim: Physically active adults have been shown to have higher heart rate variability (HRV) than less active adults, but less is known about children in this regard. In adults, training-induced changes in physical performance have been shown to be related to increase in HRV, especially in its high frequency component (HF), which is a marker of parasympathetic activity. The purpose of this study was to examine whether 8 weeks of instructed physical training would improve physical performance and cardiac autonomic function (HRV) in secondary school pupils and to examine the relationship between changes in physical performance and the function of the autonomic nervous system. Material and methods: The test group included 12 girls and 12 boys and the control group 7 girls and 7 boys. All the subjects were 13–15 years old. Physical training included warm up, circuit training, endurance training, stretching and relaxation 3 times a week for eight weeks. Endurance training intensity was 70–75% of maximal heart rate. Endurance, flexibility, speed and power were measured before and after training. The low frequency (LF) and high frequency (HF) components of HRV were recorded in supine rest and in standing conditions before and after the eight-week period. Results: Time to exhaustion in the endurance test increased in the test group (p < 0.001), flexibility and ball throwing improved in the test group (p < 0.05), while no changes were observed in the control group. No significant changes were observed in HRV in either group. Conclusions: In conclusion, eight weeks of physical training improves physical performance in children, but it might not affect autonomic cardiac function.