Subclinical depression (dysphoria) is a common condition that may increase the risk of major depression and leads to impaired quality of life and severe comorbid somatic diseases. Despite its prevalence, specific biological markers are unknown; consequently, the identification of dysphoria currently relies exclusively on subjective clinical scores and structured interviews. Based on recent neurocardiology studies that link brain and cardiovascular disorders, it was hypothesized that multi-system biomarkers of brain–body interplay may effectively characterize dysphoria. Thus, an ad hoc computational technique was developed to quantify the functional bidirectional brain–heart interplay. Accordingly, 32-channel electroencephalographic and heart rate variability series were obtained from 24 young dysphoric adults and 36 healthy controls. All participants were females of a similar age, and results were obtained during a 5-min resting state. The experimental results suggest that a specific feature of dysphoria is linked to an augmented functional central-autonomic control to the heart, which originates from central, frontopolar, and occipital oscillations and acts through cardiovascular sympathovagal activity. These results enable further development of a large set of novel biomarkers for mood disorders based on comprehensive brain–body measurements.