We present an adaptive biofeedback game for teaching self-regulation of stress. Our approach consists of monitoring the user's physiology during gameplay and adapting the game using a positive feedback loop that rewards relaxing behaviors and penalizes states of high arousal. We evaluate the approach using a casual game under three biofeedback modalities: electrodermal activity, heart rate variability, and breathing rate. The three biosignals can be measured noninvasively with wearable sensors, and represent different degrees of voluntary control and selectivity toward arousal. We conducted an experiment trial with 25 participants to compare the three modalities against a standard treatment (deep breathing) and a control condition (the game without biofeedback). Our results indicate that breathing-based game biofeedback is more effective in inducing relaxation during treatment than the other four groups. Participants in this group also showed greater retention of the relaxation skills (without biofeedback) during a subsequent stressor.