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Description: Publication linked to the project: https://doi.org/10.3389/fnins.2022.791498 Background: Heart rate variability (HRV) biofeedback, an intervention based on the voluntary self-regulation of autonomic parameters, has been shown to affect prefrontal brain functioning and improve executive functions. The interest in using HRV biofeedback as cognitive training is typically ascribed to parasympathetic activation and optimized physiological functioning deriving from increased cardiac vagal control. However, the persistence of cognitive effects is poorly studied and their association with biofeedback-evoked autonomic changes has not yet been explored. In addition, no study has so far investigated the influence of HRV biofeedback in adults on long-term episodic memory, which is particularly concerned with self-referential encoding processing. Methods: In the present study, a novel training system was developed integrating HRV and respiratory biofeedback into an immersive virtual reality environment to enhance training efficacy. Twenty-two young healthy adults were subjected to a blinded randomized placebo-controlled experiment, including six self-regulation training sessions, to evaluate the effect of biofeedback on autonomic and cognitive changes. Cardiac vagal control was assessed before, during, and 5 min after each training session. Executive functions, episodic memory, and the self-referential encoding effect were evaluated 1 week before and after the training program using a set of validated tasks. Results: Linear mixed-effects models showed that HRV biofeedback greatly stimulated respiratory sinus arrhythmia during and after training. Moreover, it improved the attentional capabilities required for the identification and discrimination of stimuli (η2p = 0.17), auditory short-term memory (η2p = 0.23), and self-referential episodic memory recollection of positive stimuli (η2p = 0.23). Episodic memory outcomes indicated that HRV biofeedback reinforced positive self-reference encoding processing. Cognitive changes were strongly dependent on the level of respiratory sinus arrhythmia evoked during self-regulation training. Conclusion: The present study provides evidence that biofeedback moderates respiration-related cardiac vagal control, which in turn mediates improvements in several cognitive processes crucial for everyday functioning including episodic memory, that are maintained beyond the training period. The results highlight the interest in HRV biofeedback as an innovative research tool and medication-free therapeutic approach to affect autonomic and neurocognitive functioning. Finally, a neurocognitive model of biofeedback-supported autonomic self-regulation as a scaffolding for episodic memory is proposed.