Individuals with obesity in Western societies often face weight-related stigmatization and social exclusion. Recurrent exposure to prejudice and negative social feedback alters one's behavior in future social interactions. In this study, we aimed to investigate autonomic nervous system and affective responses to social interactions in individuals with obesity. Women and men with (n = 56) and without (n = 56) obesity participated in episodes of social inclusion and social exclusion using a virtual ball-tossing game. During the experiment, heart rate was measured and parasympathetic activity (overall high-frequency power and event-related cardiac slowing) was analyzed. Our results show that in novel social interactions, women with obesity, relative to the other groups, exhibited the strongest increase in parasympathetic activity. Furthermore, parasympathetic activity was related to a more negative body image in individuals with obesity, but not in lean individuals. Additionally, women with obesity reported a stronger decrease in mood after social exclusion than did the other participants. Our results demonstrate influences of objective and subjective bodily characteristics on parasympathetic cardio-regulation during social interactions. In particular, they show behavioral and physiological alterations during social interactions in women with obesity.