To investigate the relationship between local blood flux and heart rate variability following different thermal stimulations, healthy subjects were recruited and subject to different thermal stimulations on the right forearm. Multiscale entropy and multiscale fuzzy entropy were used to measure the complexity of the local blood flux, and the approximate entropy was calculated to evaluate the HRV complexity. The results indicated that thermal stimulation significantly increased local blood flux and that different temperature stimulations resulted in different complexities in local blood flux. A 42 °C or 44 °C thermal stimulation, other than stimulations below 42 °C, resulted in a moderate correlation between local blood flux and heart rate variability complexity. The results provide a new perspective in terms of complexity to explore the relationship between skin blood flux signals and cardiac function.