The physiological significance of the fractal component of short-term, spontaneous heart rate variability (HRV) in humans remains unclear. The aim of the present study was to gain further information about the respective fractal components by extracting them from HRV, blood pressure variability (BPV), and instantaneous lung volume (ILV) time series via coarse graining spectral analysis in nine healthy subjects during waking and sleep states. The results show that the contribution made by the fractal component to the total variance in the beat-to-beat R-R interval declined significantly as the depth of non-rapid eye movement (non-REM) sleep increased, that the ILV time series was largely periodic (i.e., nonfractal), and that BPV was unaffected by sleep stage. Finally, the fractal component of HRV during REM sleep was found to be quite similar to that seen during waking. These results suggest that mechanisms involving electroencephalographic desynchronization and/or conscious states of the brain are reflected in the fractal component of HRV.