Humans develop auditory-motor interaction to produce a variety of rhythmic sounds using body movements, which are often produced and amplified with tools, such as drumming. The extended production of sounds allows us to express a wide range of emotions, accompanied by physiological changes. According to previous studies, even young infants enhance movements in response to auditory feedback. However, their exhibition of physiological adaptation on the emergence of auditory-motor interaction is unclear. We investigated the movement and cardiac changes associated with auditory feedback to spontaneous limb movements in 3-month-old infants. The results showed that infants increased the frequency of limb movements inducing auditory feedback, while they exhibited a more regular rhythm of the limb movements. Furthermore, heart rate increase associated with the limb movement was first inhibited immediately after the timing of the auditory feedback, which may reflect sustained attention to the auditory stimuli. Then, through auditory-motor experience, the heart rate increase was inhibited even prior to the auditory feedback, leading to suppression of the peak intensity of the heart rate increase. These findings suggest that young infants regulate the cardiovascular system as well as limb movements in anticipation of the auditory feedback. The anticipatory regulation associated with movement and attentional changes may contribute to reduced cardiovascular stress in auditory-motor interaction, and provide a developmental basis for more sophisticated goal-directed behavior of producing rhythmic sounds.