This paper investigates how the autonomic nervous system dynamics, quantified through the analysis of the electrodermal activity (EDA), is modulated according to affective haptic stimuli. Specifically, a haptic display able to convey caress-like stimuli is presented to 32 healthy subjects (16 female). Each stimulus is changed according to six combinations of three velocities and two forces levels of two motors stretching a strip of fabric. Subjects were also asked to score each stimulus in terms of arousal (high/low activation) and valence (pleasant/unpleasant), in agreement with the circumplex model of affect. EDA was processed using a deconvolutive method, separating tonic and phasic components. A statistical analysis was performed in order to identify significant differences in EDA features among force and velocity levels, as well as in their valence and arousal scores. Results show that the simulated caress induced by the haptic display significantly affects the EDA. In detail, the phasic component seems to be inversely related to the valence score. This finding is new and promising, since it can be used, e.g., as an additional cue for haptics design.