This study checks whether autonomic markers derived from spontaneous fluctuations of heart period (HP) and systolic arterial pressure (SAP) and from their interactions with spontaneous or mechanical respiration (R) are associated with mortality in patients admitted to intensive care unit (ICU). Three-hundred consecutive HP, SAP and R values were recorded during the first day in ICU in 123 patients. Population was divided into survivors (SURVs, n = 83) and non-survivors (NonSURVs, n = 40) according to the outcome. SURVs and NonSURVs were aged- and gender-matched. All subjects underwent modified head-up tilt (MHUT) by tilting the bed back rest segment to 60°. Autonomic control indexes were computed using time-domain, spectral, cross-spectral, complexity, symbolic and causality techniques via univariate, bivariate and conditional approaches. SAP indexes derived from time-domain, model-free complexity and symbolic approaches were associated with the endpoint, while none of HP variability markers was. The association was more powerful during MHUT. Linear cross-spectral and causality indexes were useless to separate SURVs from NonSURVs, while nonlinear bivariate symbolic markers were successful. When indexes were combined with clinical scores, only SAP variance provided complementary information. Cardiovascular control variability indexes, especially when derived after an autonomic challenge such as MHUT, can improve mortality risk stratification in ICU.