The study investigates the coping behavior (coping strategies) of highly skilled athletes participating in various sports. Diagnostic tools include psychological testing of basic coping styles using the Coping Inventory for Stressful Situations (CISS) by N. S. Endler and J. A. Parker, as well as a multiparametric combined game training program called “Honey Bear” (“Sladkoyezhka”, “a sweet tooth”). The program is based on biofeedback (BFB) and the use of parameters such as the cardiointerval duration and skin conductance. The BFB training is conducted using the BOS-PULSE software and hardware complex (a modification of the Pulsar device) for processing electrophysiological and psychophysiological information and biofeedback, produced by LLC COMSIB, Novosibirsk. The following physiological parameters are recorded: cardiointerval duration, skin electrical conductance, and spontaneous skin galvanic reactions. The dominant coping behavior among athletes is represented by adaptive coping strategies, problem-focused and emotion-focused coping. Analysis of the dynamics of the training parameters of the “Sweet Tooth” BFB training allowed the athletes to be divided into two groups based on their type of emotional response: those with normal/reduced reactivity and those with excessive reactivity. Behavioral, physiological, and psychoemotional characteristics of the participants’ identified coping behaviors are described. The necessity of corrective health measures for athletes demonstrating emotion-focused coping strategies and excessive emotional reactivity during the “Sweet Tooth” BFB training is substantiated. The use of gaming biofeedback technology is recommended as a corrective measure.