Preterm birth is associated with an increased risk of short and long-term adverse impact on the autonomic nervous system development. The Shared Emotional Reading (SHER) program is an intervention program targeting this at-risk population, consisting of a two-month interval of regular activities (shared reading or play), starting when the premature infants reached seven months of age. The aim of the present pilot study is to evaluate the impact of the SHER program on preterm infants' cardiovascular activity. To this end, 22 preterm infants were randomly assigned to the group undergoing the shared parent-infant reading training (Intervention group) or to the shared parent-infant play (Control group). A group of 15 full-term infants was recruited as passive control (Term group). All the infants were tested when they were nine-months-old, and electrocardiographic signals were collected during an initial baseline (without parent-infant interaction), shared play, shared reading, and final baseline. The heart rate variability features in the time and frequency domains were extracted, together with entropy and complexity descriptors. Significant inter-group and inter-task differences were found after a two-way mixed-ANOVA statistical test. Specifically, during the shared reading activity, the Intervention group showed more complex cardiovascular dynamics compared to Term (p-value<0.05) and Control (p-value<0.01) groups, suggesting a broader rise in responsiveness and engagement subsequent to the intervention.