Purpose of the work is to identify the directional coupling between the structures of the brain and the autonomic control of the heart rate variability, to analyze the changes in these coupling in sleep and in wakefulness. Infra-slow oscillations of the electroencephalograms potential and low-frequency components (0.04-0.15 Hz) of the interbeat intervals signal where analyzed using a sensitive method for identifying the directional coupling. The technique, based on modeling the dynamics of instantaneous phases of oscillations, made it possible to reveal the presence and quantify the directional couplings between the structures of the brain and the autonomic control of the heart rate variability. It was shown that the coupling coefficients in the frequency band of 0.04-0.15 Hz (associated mainly with sympathetic control of blood circulation), on average, decrease with falling asleep. We have also shown the asymmetry of coupling. At the same time, stronger connections were revealed in the direction from the autonomic control of the heart rate variability to the brain structures than in the opposite direction. It has been shown that the strength of such couplings decreases with increasing of sleep depth.