We investigated the associations between heart rate variability (HRV) parameters and some housing- and individual-related variables using the canonical correspondence analysis (CCOA) method in lactating Holstein-Friesian dairy cows. We collected a total of 5200 5-min interbeat interval (IBI) samples from 260 animals on five commercial dairy farms [smaller-scale farms with 70 (Farm 1, n = 50) and 80 cows per farm (Farm 2, n = 40), and larger-scale farms with 850 (Farm 3, n = 66), 1900 (Farm 4, n = 60) and 1200 (Farm 5, n = 45) cows. Dependent variables included HRV parameters, which reflect the activity of the autonomic nervous system: heart rate (HR), the root mean square of successive differences (RMSSD) in IBIs, the standard deviation 1 (SD1), the high frequency (HF) component of HRV and the ratio between the low frequency (LF) and the HF parameter (LF/HF). Explanatory variables were group size, space allowance, milking frequency, parity, daily milk yield, body condition score, locomotion score, farm, season and physical activity (lying, lying and rumination, standing, standing and rumination and feeding). Physical activity involved in standing, feeding and in rumination was associated with HRV parameters, indicating a decreasing sympathetic and an increasing vagal tone in the following order: feeding, standing, standing and rumination, lying and rumination, lying. Objects representing summer positioned close to HR and LF and far from SD1, RMSSD and HF indicate a higher sympathetic and a lower vagal activity. Objects representing autumn, spring and winter associated with increasing vagal activity, in this order. Time-domain measures of HRV were associated with most of the housing- and individual-related explanatory variables. Higher HR and lower RMSSD and SD1 were associated with higher group size, milking frequency, parity and milk yield, and low space allowance. Higher parity and milk yield were associated with higher sympathetic activity as well (higher LF/HF), while individuals with lower locomotion scores (lower degree of lameness) were characterized with a higher sympathetic and a lower vagal tone (higher HR and LF/HF and lower RMSSD and SD1). Our findings indicate that the CCOA method is useful in demonstrating associations between HRV and selected explanatory variables. We consider physical activity, space allowance, group size, milking frequency, parity, daily milk yield, locomotion score and season to be the most important variables in further HRV studies on dairy cows.