We investigated the effectiveness of pelvic floor muscle (PFM) exercises or biofeedback for the treatment of urinary stress incontinence (USI). Fifty patients with USI were included in this randomized, controlled, prospective study. Twenty patients were taught PFM exercises via digital palpation and instructed to perform regularly as home program. The second group of 20 patients had PFM exercises via biofeedback three times a week for 2 months. The third group of 10 patients did not have any exercises. The patients were evaluated via pad test, perineometry, digital palpation based PFM strength, incontinence frequency, and visual analog scale based social activity index prior to and 8 weeks after the treatment. The first two groups had significant improvement in USI with respect to the control group (p < 0.001). The rise in PFM strength with perineometry of the biofeedback group was higher than in the digital palpation group after treatment (p < 0.001). PFM exercises are effective for the treatment of USI; the biofeedback method revealed better PFM strength results with respect to digital palpation.