Electroencephalographic (EEG) alpha oscillations have been related to heart rate variability (HRV) and both change in Alzheimer's disease (AD). We explored if task switching reveals altered alpha power and HRV in cognitively healthy individuals with AD pathology in cerebrospinal fluid (CSF) and whether HRV improves the AD pathology classification by alpha power alone. We compared low and high alpha event-related desynchronization (ERD) and HRV parameters during task switch testing between two groups of cognitively healthy participants classified by CSF amyloid/tau ratio: normal (CH-NAT, n = 19) or pathological (CH-PAT, n = 27). For the task switching paradigm, participants were required to name the color or word for each colored word stimulus, with two sequential stimuli per trial. Trials include color (cC) or word (wW) repeats with low load repeating, and word (cW) or color switch (wC) for high load switching. HRV was assessed for RR interval, standard deviation of RR-intervals (SDNN) and root mean squared successive differences (RMSSD) in time domain, and low frequency (LF), high frequency (HF), and LF/HF ratio in frequency domain. Results showed that CH-PATs compared to CH-NATs presented: 1) increased (less negative) low alpha ERD during low load repeat trials and lower word switch cost (low alpha: p = 0.008, Cohen's d = -0.83, 95% confidence interval -1.44 to -0.22, and high alpha: p = 0.019, Cohen's d = -0.73, 95% confidence interval -1.34 to -0.13); 2) decreasing HRV from rest to task, suggesting hyper-activated sympatho-vagal responses. 3) CH-PATs classification by alpha ERD was improved by supplementing HRV signatures, supporting a potentially compromised brain-heart interoceptive regulation in CH-PATs. Further experiments are needed to validate these findings for clinical significance.