Anorexia nervosa (AN) is associated with a wide range of disturbances of the autonomic nervous system. The aim of the present study was to monitor the heart rate (HR) and the heart rate variability (HRV) during light physical activity in a group of adolescent girls with AN and in age-matched controls using a wearable, minimally obtrusive device. For the study, we enrolled a sample of 23 adolescents with AN and 17 controls. After performing a 12-lead electrocardiogram and echocardiography, we used a wearable device to record a one-lead electrocardiogram for 5 min at baseline for 5 min during light physical exercise (Task) and for 5 min during recovery. From the recording, we extracted HR and HRV indices. Among subjects with AN, the HR increased at task and decreased at recovery, whereas among controls it did not change between the test phases. HRV features showed a different trend between the two groups, with an increased low-to-high frequency ratio (LF/HF) in the AN group due to increased LF and decreased HF, differently from controls that, otherwise, slightly increased their standard deviation of NN intervals (SDNN) and the root mean square of successive differences (RMSSD). The response in the AN group during the task as compared to that of healthy adolescents suggests a possible sympathetic activation or parasympathetic withdrawal, differently from controls. This result could be related to the low energy availability associated to the excessive loss of fat and lean mass in subjects with AN, that could drive to autonomic imbalance even during light physical activity.