Interactions between the central nervous system (CNS) and autonomic nervous system (ANS) play a crucial role in modulating perception, cognition, and emotion production. Previous studies on CNS–ANS interactions, or heart–brain coupling, have often used heart rate variability (HRV) metrics derived from electrocardiography (ECG) recordings as empirical measurements of sympathetic and parasympathetic activities. Functional near-infrared spectroscopy (fNIRS) is a functional brain imaging modality that is increasingly used in brain and cognition studies. The fNIRS signals contain frequency bands representing both neural activity oscillations and heartbeat rhythms. Therefore, fNIRS data acquired in neuroimaging studies can potentially provide a single-modality approach to measure task-induced responses in the brain and ANS synchronously, allowing analysis of CNS–ANS interactions. In this proof-of-concept study, fNIRS was used to record hemodynamic changes from the foreheads of 20 university students as they each played a round of multiplayer online battle arena (MOBA) game. From the fNIRS recordings, neural and heartbeat frequency bands were extracted to assess prefrontal activities and short-term pulse rate variability (PRV), an approximation for short-term HRV, respectively. Under the experimental conditions used, fNIRS-derived PRV metrics showed good correlations with ECG-derived HRV golden standards, in terms of absolute measurements and video game playing (VGP)-related changes. It was also observed that, similar to previous studies on physical activity and exercise, the PRV metrics closely related to parasympathetic activities recovered slower than the PRV indicators of sympathetic activities after VGP. It is concluded that it is feasible to use fNIRS to monitor concurrent brain and ANS activations during online VGP, facilitating the understanding of VGP-related heart–brain coupling.