Introduction: Determination of individual reactions of the nervous system during self-regulation under experimental cold conditions has a potential to contribute to better understanding of the "physiological costs" humans "pay" for adaptation to the climatic factors of the Arctic. Aim: To study the dynamics of the spectral power of the electroencephalogram (EEG) during heart rate variability biofeedback (HRV BF) sessions in experimental hypothermia. Methods: Thirty healthy male volunteers (18-20 years old) participated in the experiment. The experimental group consisted of men who performed the HRV BF session (n = 15) and the control group (n = 15). The experiment included five stages: I - rest (+20 °С); II - HRV BF session for the experimental group and rest for the control group; III - whole cooling (-20 °С) for 10 min; IV and V - states after cooling, similar to stages I and II, respectively. EEG were recorded during each stage of the study using a portable electroencephalograph "Neuron-Spectrum-SM" (Neurosoft, Russia). Results: Body temperature significantly decreased on average by 2.2-2.7 °С (p < 0.001) during cooling. An increase in the power of theta- and alpha-activity of the EEG was revealed in the subjects during HRV BF session; the most pronounced changes were observed during stage V. Desynchronization of the EEG alpha-rhythm with the greatest decrease in the right frontal-central regions was observed in subjects of the control group by stage II (p < 0.05), and at the stage of rewarming (stage V), no significant changes in theta- and alpha-activities EEG were revealed. Significant increases in theta-activity EEG during HRV BF after cooling were observed in subjects in the left frontal, central and temporal brain parts (p < 0.05-0.01), which was caused by an increase in the activity of subcortical regulatory mechanisms and an increase in parasympathetic activity during the HRV BF session. An increase in the power of the EEG alpha-activity, reflecting the combined enhanced influence of thalamic and brainstem structures, was revealed over all brain parts, the most significant increases were also noted in the left frontal, central and temporal brain parts (p < 0.05-0.01). Concluzion: HRV BF training stimulates the central structures of autonomic regulation and parasympathetic activity when exposed to cold contributing to better adaptation to the climatic conditions of the Arctic.