The effectiveness of weight loss treatment displays dramatic inter-individual variabilities, even with well-controlled energy intake/expenditure. This study aimed to determine the association between daily rhythms of cardiac autonomic control and weight loss efficiency and to explore the potential relevance to weight loss resistance in humans carrying the genetic variant C at CLOCK 3111T/C. A total of 39 overweight/obese Caucasian women (20 CLOCK 3111C carriers and 19 noncarriers) completed a behaviour–dietary obesity treatment of ~20 weeks, during which body weight was assessed weekly. Ambulatory electrocardiographic data were continuously collected for up to 3.5 days and used to quantify the daily rhythm of fractal cardiac dynamics (FCD), a non-linear measure of autonomic function. FCD showed a 24 h rhythm (p < 0.001). Independent of energy intake and physical activity level, faster weight loss was observed in individuals with the phase (peak) of the rhythm between ~2–8 p.m. and with a larger amplitude. Interestingly, the phase effect was significant only in C carriers (p = 0.008), while the amplitude effect was only significant in TT carriers (p < 0.0001). The daily rhythm of FCD and CLOCK 3111T/C genotype is linked to weight loss response interactively, suggesting complex interactions between the genetics of the circadian clock, the daily rhythm of autonomic control, and energy balance control.