Adolescents with autism present lower levels of cardiac vagal modulation. It was hypothesized that Heart Rate Variability Biofeedback (HRVB) increases cardiac vagal modulation in adolescents with autism, resulting in positive effects on physiological and psychosocial parameters. It was also hypothesized that home-based HRVB training is feasible. In a single-blind, randomized sham-controlled pilot trial, adolescents with autism performed supervised HRVB (n = 24) or sham training (n = 20). Subsequently, half of the adolescents received HRVB training at home, whereas the other subset did not practice. Physiological, cortisol and behavioral data were collected during stress-provoking assessments before and after each training period. Supervised HRVB resulted in a late increase in cardiac vagal modulation in adolescents with autism. Heart rate increased and cortisol decreased significantly immediately after supervised HRVB, but none of these effects remained after follow-up. Following supervised HRVB, no significant change in psychosocial functioning was found. Home-based HRVB was feasible, adolescents reported lower symptoms of stress, but a significant decrease in compliance rate was found. HRVB is feasible and effective in adolescents with autism given the late-emerging increases in cardiac vagal modulation and decrease in stress symptoms. Replicating this study with a larger sample and further exploration of the working mechanisms of HRVB are recommended. ClinicalTrials.gov , NCT04628715.