Heart rate variability (HRV) is an important point to judge a person’s state in modern medicine. This paper is aimed to research a person’s fatigue level connected with vagal nerve based on the HRV using the improved Welch method. The process of this method is that it firstly uses a time window function on the signal to be processed, then sets the length of time according to the requirement, and finally makes frequency domain analysis. Compared with classical periodogram method, the variance and consistency of the present method have been improved. We can set time span freely using this method (at present, the time of international standard to measure HRV is 5 minutes). This paper analyses the HRV’s characteristics of fatigue crowd based on the database provided by PhysioNet. We therefore draw the conclusion that the accuracy of Welch analyzing HRV combining with appropriate window function has been improved enormously, and when the person changes to fatigue, the vagal activity is diminished and sympathetic activity is raised.