It remains unclear whether depressive and anxiety disorders are associated with hyporeactivity or hyperreactivity of the autonomic nervous system (ANS) and whether deviant reactivity occurs in all types of stressors. This study compared ANS reactivity in people with current or remitted depression/anxiety with reactivity in healthy controls during two stress conditions. From the Netherlands Study of Depression and Anxiety, data of 804 individuals with current depression/anxiety, 913 individuals with remitted depression/anxiety, and 466 healthy controls (mean age = 44.1 years; 66.4% female) were available. Two conditions were used to evoke stress: a) an n-back task, a cognitively challenging stressor, and 2) a psychiatric interview, evoking personal-emotional stress related to the occurrence of symptoms of depression/anxiety. Indicators of ANS activity were heart rate (HR), root mean square of differences between successive interbeat intervals (RMSSD), respiratory sinus arrhythmia (RSA), and preejection period. As compared with controls, participants with psychopathology had significant hyporeactivity of HR (controls = 4.1 ± 4.2 beats/min; remitted = 3.5 ± 3.5 beats/min; current psychopathology = 3.1 ± 3.4 beats/min), RMSSD (controls = -6.2 ± 14.5 milliseconds; remitted = -5.4 ± 17.8 milliseconds; current psychopathology = -3.5 ± 15.4 milliseconds), and RSA (controls = -9.3 ± 17.0 milliseconds; remitted = -7.4 ± 16.5 milliseconds; current psychopathology = -6.9 ± 15.0 milliseconds) during the n-back task. In contrast, during the psychiatric interview, they showed significant hyperreactivity of HR (controls = 2.7 ± 3.4 beats/min; remitted = 3.5 ± 3.4 beats/min; current psychopathology = 4.0 ± 3.3 beats/min), RMSSD (controls = -3.4 ± 12.2 milliseconds; remitted = -4.1 ± 12.1 milliseconds; current psychopathology = -5.6 ± 11.8 milliseconds), and RSA (controls = -3.8 ± 8.1 milliseconds; remitted = -4.3 ± 7.9 milliseconds; current psychopathology = -5.0 ± 7.9 milliseconds). The lack of group differences in preejection period reactivity suggests that the found effects were driven by altered cardiac vagal reactivity in depression/anxiety. The direction of altered ANS reactivity in depressed/anxious patients is dependent on the type of stressor, and only the more ecologically valid stressors may evoke hyperreactivity in these patients.