Biofeedback application is an evidence-based technique to induce relaxation. A primary mechanism of action is the improvement of self-efficacy, which is needed to facilitate the translation of health behavioral intentions into action. Obesity is often associated with low self-efficacy and dysfunctional eating patterns, including comfort eating as an inexpedient relaxation technique. This is the first study investigating the effects of biofeedback on self-efficacy and relaxation in obesity. In the present experiment, 31 women, mean body mass index 35.5 kg/m², were randomized to a food-specific biofeedback paradigm, a non-specific relaxation biofeedback paradigm, or a waiting list control. Eight sessions of biofeedback of the electrodermal activity were performed while presenting either a challenging food stimulus or a non-specific landscape stimulus. Self-efficacy, stress, ability to relax, eating behavior, and electrodermal activity were assessed before, directly after, and 3 months after the intervention. The food-specific biofeedback predominantly showed effects on food-related self-efficacy and perceived stress. The non-specific relaxation biofeedback showed effects on the ability to relax. Self-reported improvements were confirmed by corresponding decrease in the electrodermal reaction to food stimuli. Biofeedback treatment is effective in improving self-efficacy in individuals with obesity and might therefore be a valuable additional intervention in obesity treatment.