Decision-making requires a bidirectional flow of information from perception, emotion and bodily behaviour. However, little is known about the influence of this bidirectional connection on decision-making. To shed light on this nexus, cardiac autonomic modulation, as assessed by heart rate variability (HRV), was investigated during decision-making. One hundred twelve healthy participants completed two established decision-making tasks under conditions of ambiguity (Iowa Gambling Task) and risk (Game of Dice Task). Heart rate was continuously recorded by high-resolution electrocardiography at rest, during, and after completion of the tasks. To account for differences in cardiac autonomic modulation the sample was stratified by sex. HRV indices in time, frequency, and non-linear domains were selected to assess vagal modulation and sympatho-vagal balance. Vagally meditated HRV showed a pattern corresponding to a replenishment effect by increasing during decision-making in both tasks compared to rest, and then gradually returning to initial levels during recovery. This effect may indicate self-regulation, such as enhanced concentration, mental focus or emotional regulation. Regarding decision-making performance, both women and men making disadvantageous decisions under ambiguity had higher vagally mediated HRV than those making advantageous decisions. Consistent with this finding are the results for decisions under risk for women. Contrary, men who made disadvantageous decisions showed lower vagally mediated HRV than those making advantageous decisions. The results suggest that there are core sex differences that should be investigated in the future. This study underpins that HRV is a potent tool for selecting somatic characteristics associated with performance in decision-making under ambiguity and risk.