In this paper we discuss the strategies of self-regulation that are used under stressful condition. The strategies were assessed by means of heart rate biofeedback with game plot that models a stressful situation as a sport competition. Special attention was paid to the analysis of personality traits, behavioral patterns, and other psychological correlates of effective learning of self-regulation skills during biofeedback training. It was shown that the training based on biofeedback computer game allows modifying self-regulation strategies of the subjects towards more effective ones. The steadiness of the stress-resilience skills was statistically confirmed. The psychological tolerance of ambiguity was found to be a basic feature of personality that determines the efficiency of self-regulation strategies under stress.