Background <p>Pre-exam anxiety is a very common feeling among university students that manifests at cognitive, behavioural, and physiological levels. It affects between 15 and 25% of students, generating avoidance behaviours towards evaluation, which can result in dropping out of school. The development of biofeedback-based devices that relay visual and auditory feedback on physiological symptoms, offers new options for individual programmes. Said devices can help a person acquire greater control over the bodily function that is being monitored and are currently being used in many fields. It is therefore worth assessing the effectiveness of this technology at processing information on the objective physiological response to anxiety in study situations. Furthermore, universities could develop health programmes implementing this technology to improve students’ quality of life.</p> Objective <p>During the biofeedback sessions, the aim is to collect physiological measures of the anxiety response before and after two independent preventive psychological programmes. It is also intended to assess the presence of differences between physiological and subjective data through questionnaires with Likert-type scales.</p> Methods <p>Two experimental groups were formed for this quasi-experimental applied research: G1 (19 students), Students participating in a Self-Control and Study Techniques Programme; and G2 (12 students), Students participating in the Test Anxiety Control Programme. Their objective physiological responses were evaluated in two biofeedback sessions: pre-test (before the start of the programmes) and post-test (after their completion) (4 weeks for G1 and 12 weeks for G2). The biofeedback device used was Neurobit Optima 4 + BT. The inclusion criteria were: (1) age of majority (18 years); (2) voluntary participation in the programs offered by the University Health Care Service of the University of Burgos; (3) signing the informed consent form. A <i>P-value</i> ≤ 0.05 was considered statistically significant.</p> Results <p>Twenty-two adults divided into G1 (12 students, 1 man and 11 women) and G2 (10 students, 1 men and 9 women) completed the programmes. The mean age and Standard Deviation (SD) of G1 and G2 were, respectively, 24.20 (6.93) years old and 25.00 (6.22) years old. There were significant temporal differences between measurement sessions (all <i>P</i> &lt; 0.045). G1 presented significantly different galvanic skin responses (all <i>P</i> &lt; 0.011) that tended to peak; G2 presented significantly different muscular tension and galvanic skin responses (all <i>P</i> &lt; 0.037), both in total and by phases, showing progressively lower muscular tension, and galvanic skin responses that tended to peak. In G1, significant links were noted both between the items of the Test Anxiety Inventory (TAI) and the galvanic skin responses monitored during the pre-test session (<i>r</i> = 0.229; <i>P</i> = 0.012) and between the items of the Test Anxiety Inventory and the galvanic skin responses monitored during the post-test data-collection session (<i>r</i> = 0.201; <i>P</i> = 0.028). In G2, significant links were noted between the State-Trait Anxiety Inventory items and both muscular tension (<i>r</i> = 0.278; <i>P</i> = 0.005) and the galvanic skin response in the pre-test data-collection session (<i>r</i> = 0.258; <i>P</i> = 0.010) and between the TAI items and the galvanic skin response in the post-test data-collection session (<i>r</i> = − 0.232; <i>P</i> = 0.020). Most participants reported useful and interesting biofeedback experiences.</p> Conclusions <p>Promising preliminary evidence is advanced in this study on the effectiveness of biofeedback as a tool for monitoring and relaying objective physiological data to participants in real time. The significance of these results should be examined in future research in which the emotional reactions of students facing test-related anxiety may be monitored for the subsequent development of therapeutic programmes.</p>