The importance of attentional capacity for academic performance is highlighted by the increasing demands placed on students during primary school. Between the ages of 7 and 12, there is an evolutionary improvement in attentional capacity and the school environment is considered an appropriate setting in which to develop programmes to improve attention. Heart rate variability is an appropriate indicator of attentional capacity. For all these reasons, a heart rate variability biofeedback intervention focused on breathing was developed and implemented to improve attention. The intervention consisted of two phases. In the first phase, the school teachers were trained to develop the intervention; in the second, students received five individual sessions from their teachers. In each individual session, they learned to breathe to increase their heart rate variability. A total of 272 girls and 314 boys (N = 586) aged 7–12 years participated in the programme. To study the impact of the intervention on three primary school age groups, the attention of Control and Experimental groups was assessed before and after the implementation of the programme. According to the data obtained, despite developmental improvements, the students who participated in the programme showed an increase in heart rate variability and an improvement in attentional capacity, with a greater impact on the first cycle of primary school. The usefulness of heart rate variability biofeedback interventions in improving attention in primary school is discussed and arguments for their use in children are presented.