Although urinary incontinence (UI) is not a life-threatening disease, it is a common health problem that affects quality of life. This study was conducted to investigate the effect of pelvic floor muscle exercise (PFE) with biofeedback on incontinence and quality of life in women with UI. This clinical study was a randomized, controlled and experimental research conducted on 60 patients in total (30 control and 30 intervention patients) at a university hospital. Data were collected by using a questionnaire, Incontinence Quality of Life (I-QOL) instrument, and International Consultation on Incontinence Questionnaire-Short Form (ICIQ-SF). The intervention group received biofeedback treatment for 16 sessions in total, each of which lasted 20 min, for 8 weeks, twice weekly, in a urodynamic unit. The obtained data were evaluated using χ2, Student's t, one-way analysis of variance (anova), Mann–Whitney U and Kruskal–Wallis tests. It was observed that the incontinence inquiry form mean score of 16·1 ± 2·2 in the intervention group before biofeedback application decreased to 11·6 ± 4·6 after the application, whereas it increased from 14·0 ± 4·7 to 14·7 ± 4·7 in the control group (p < 0·05). It was also determined that the quality of life total mean score of 52·1 ± 10·5 in the intervention group before biofeedback application increased to 58·7 ± 14·7 after the application, whereas it decreased from 58·1 ± 16·1 to 53·5 ± 16·1 in the control group (p < 0·05). At the end of this study it was observed that PFE with biofeedback reduced incontinence and increased quality of life in women.