The aims of the current study were to examine the relationships between heart rate variability (HRV), salivary cortisol, sleep duration and training in young athletes. Eight athletes (16 ± 1 years) were monitored for 7 weeks during training and competition seasons. Subjects were training for endurance-based winter sports (cross-country skiing and biathlon). Training was divided into two zones (K1, easy training and K2, hard training). Heart rate and blood lactate during submaximal running tests (SRT), as well as cortisol, sleep duration and nocturnal HRV (RMSSD), were determined every other week. HRV and cortisol levels were correlated throughout the 7-week period (r = -0.552, P = 0.01), with the strongest correlation during week 7 (r = -0.879, P = 0.01). The relative changes in K1 and HRV showed a positive correlation from weeks 1-3 (r = 0.863, P = 0.006) and a negative correlation during weeks 3-5 (r = -0.760, P = 0.029). The relative change in sleep during weeks 1-3 were negatively correlated with cortisol (r = -0.762, P = 0.028) and K2 (r = -0.762, P = 0.028). In conclusion, HRV appears to reflect the recovery of young athletes during high loads of physical and/or physiological stress. Cortisol levels also reflected this recovery, but significant change required a longer period than HRV, suggesting that cortisol may be less sensitive to stress than HRV. Moreover, our results indicated that during the competition season, recovery for young endurance athletes increased in duration and additional sleep may be beneficial.