Modulation of the autonomic nervous system (ANS) activity allows animals to effectively respond to internal and external stimuli in everyday challenges via changes in, for example, heart and respiration rate. Various factors, ranging from social such as dominance rank to internal such as personality or affective states can impact animal physiology. Our knowledge of the combinatory effects of social and internal factors on ANS basal activity and reactivity, and of the importance that each factor has in determining physiological parameters, is limited, particularly in nonhuman, free-ranging animals. In this study, we tested the effects of dominance rank and personality (assessed as exploration/avoidance and sociability) on the heart rate (HR) and heart rate variability of goats, Capra hircus, in relation to the category of behaviour performed. We collected heart rate data while the animals could freely move and interact with conspecifics. A model selection procedure showed that behavioural category and sociability, as well as their interaction effect, explained most of the variation in HR. HR was lowest, and heart rate variability highest, during affiliative interactions. The HR of less social goats increased more between the behaviour triggering the lowest HR and the behaviour triggering the highest HR, compared to the HR of more social goats, which was more stable. This suggests lower ANS reactivity (HR response) in social goats. Our results thus highlight the important relationships between personality types, physiology and the behaviour of free-ranging animals.