Aim is to determine if the training with heart rate variability biofeedback allows to improve performance in athletes of different disciplines. Methods such as database search on Web of Science, SpringerLink, EBSCO Academic Search Complete, SPORTDiscus, Pubmed/Medline, and PROQUEST Academic Research Library, as well as manual reference registration. The eligibility criteria were: (a) published scientific articles; (b) experimental studies, quasi-experimental, or case reports; (c) use of HRV BFB as main treatment; (d) sport performance as dependent variable; (e) studies published until October 2016; (f) studies published in English, Spanish, French or Portuguese. The guidelines of the PRISMA statement were followed. Out of the 451 records found, seven items were included. All studies had a small sample size (range from 1 to 30 participants). In 85.71% of the studies (n = 6) the athletes enhanced psychophysiological variables that allowed them to improve their sport performance thanks to training with heart rate variability biofeedback. Despite the limited amount of experimental studies in the field to date, the findings suggest that heart rate variability biofeedback is an effective, safe, and easy-to-learn and apply method for both athletes and coaches in order to improve sport performance.