Heart rate variability (HRV) is reduced in patients with Major Depressive Disorder (MDD). We examined the sensitivity of a new nonlinear parameter, the Complex Correlation Measure (CCM) in patients with depression. Two-minute ECG recordings at rest with eyes-closed were analyzed. CCM was higher (0.36±0.1) in control participants compared to MDD (0.29±0.1), indicating a decrease in temporal variability associated with decreased parasympathetic function (Cohen’s d = 0.7, p=0.0008). CCM also demonstrated a larger effect size than SD1 (Cohen’s d = 0.5, p =0.0005) and SD2 (Cohen’s d = 0.2, p = 0.015). These results highlight that depressed patients display a dampening of oscillations between parasympathetic and sympathetic input indicative of reduced functionality and increased risk of sudden cardiac death. CCM is a more sensitive measure of HRV, which provides additional information on HRV dynamics compared to SD1 and SD2 of the Poincaré plot distribution.