Biofeedback is a technique of self-regulation applied by health professionals in order to reshape a series of physiological information based in health parameters diminishing psychopathological symptoms and improving cognitive performance. The biofeedback technique is widely recognized in many countries, leaving no doubt about its effectiveness and applicability. In clinical psychology, biofeedback has been applied effectively to psychophysiological conditions such as anxiety, depression and ADHD. This chapter has the aim to elucidate the techniques applied to clinical settings, where psychophysiological conditions are more prone to be treated with biofeedback. Moreover, this chapter also evaluates the advances of the technique and possible future directions.