This study evaluates the psychophysiological response to a simulated hunter–gatherer endurance task with restricted caloric intake over four days. It assesses changes in body composition, autonomic modulation, and physical and cognitive performance. Participants underwent daily 8 h fasted walks followed by a 150 kcal meal to replicate hunter–gatherer activity and dietary patterns. Measurements of metabolic, respiratory, and subjective well-being, along with heart rate variability (HRV) monitoring, were conducted pre- and post-activity to evaluate the impact of endurance activity under caloric restriction. We found weight loss, decreased body and visceral fat, and reduced skeletal muscle mass and water percentage. High sympathetic activation and stable urinary markers, except for increased proteinuria, indicated stress responses and muscular degradation. Elevated perceived exertion post-exercise with good adaptation to prolonged effort underlines the body’s adaptability to ancestral lifestyle conditions, highlighting the connection among endurance, nutrition, and psychophysiological health.