The paper addresses the issues of providing medico-psychological support for high level sport athletes. This has been of particular interest with regard to the stress level experienced by these athletes and their self-regulation skills. Domestic and foreign specialists have focused on identifying various possibilities to improve athletes' adaptive resources, optimize their training process and achieve highest results in sports competitions. Self-regulation, considered as a systems phenomenon combining personality-level features and a psychophysiological component, seems to be beneficial to developing one's skills to cope with stress while training as well as competing. The study presented was aimed at exploring self-regulation in high level sport athletes, studying its relationship with their personal characteristics and evaluating dynamics of their physiological indices under biofeedback conditions. The biofeedback mechanism was applied to provide the study participants with some information on their functional state and to develop their self-regulation skills through controlling their physiological parameters while playing computer games Lift! and Rally. 150 high level sport athletes engaged in various disciplines (basketball, powerlifting and kettlebell lifting) took part in the study. In addition to the study participants' physiological parameters (cardio intervals and reaction time), their psychological characteristics were also evaluated, namely parameters of their personal and communicative potential (ambiguity tolerance, satisfaction with life, hardiness, self-organization of activity, basic beliefs, etc). The physiological parameters registered were used for calculating three indices to be further analyzed: 1) the stress index (SI) characterizing the activity of sympathetic regulation mechanisms; 2) the index of vegetative equilibrium (IVE) that specifies the interrelation between sympathetic and parasympathetic divisions of the autonomous nervous system; and 3) the index of sympathoadrenal tone (ISAT) characterizing one's stress sensitivity. Correlation analysis showed that there were statistically significant relationships between individual psychological characteristics and calculated physiological indices. In particular, there was a positive correlation between introversion and ISAT as well as between the latter and personal traits traditionally attributed to introverts (prone to telling lies, prone to making a better impression, high internal locus of control, low communicative potential, etc). This means that more introverted athletes may be characterized as more stress-sensitive because of the predominant activity of sympathetic division of their autonomous nervous system and highly need to develop their self-regulation skills. Correlation analysis also revealed a positive relationship between ISAT and the study participants' inclination to self-organization of activity. These athletes showed better outcomes in developing their self-regulation skills through biofeedback computer games.