Depression is characterised by attentional bias to emotional information and dysregulated autonomic reactivity. Despite its relevance to understanding depressive mechanisms, the association between attentional bias and autonomic reactivity to emotional information remains poorly characterised. This study compared behavioural and autonomic responses to emotional images in 32 participants in whom subclinical depressive symptomatology was quantified using the Beck Depression Inventory. Pairs of emotional and neutral images (unpleasant-neutral, U-N; pleasant-neutral, P-N; neutral-neutral, N-N) were presented while attentional indices (eye movements) and autonomic activity (skin conductance responses, SCRs; heart rate, HR) were recorded. Results showed that all recorded ocular parameters indicated a preferential orientation and maintenance of attention to emotional images. SCRs were associated with a valence effect on fixation latency: lower fixation latency to pleasant stimuli leads to lower SCRs whereas the opposite was observed for unpleasant stimuli. Finally, stepwise linear regression analysis revealed that latency of fixation to pleasant images and scores of depression predicted SCRs of participants. Thus, our research reveals an association between autonomic reactivity and attentional bias to pleasant information, on the one hand, and depressive symptomatology on the other. Present findings therefore suggest that depressive individuals may benefit from attention training towards pleasant information in association with autonomic biofeedback procedures.