Background: Urinary incontinence represents a complex problem which commonly affects women and influences their physical, mental and social wellbeing. The objective was to determine the effect of pelvic floor muscle training using a tampon as visual biofeedback. Methods: A non-randomized clinical trial involving 60 women >18 years of age, both with, and without, urinary incontinence. All women exercised with a program involving visual biofeedback using disposable tampons at home for three months. The compliance rate was 76.8 ± 24.1 An electromyographic assessment of the pelvic floor was performed and assessments of the impact of the exercise program. Results: 54.5% of women without incontinence and 81.6% of women incontinence reported improvements (p = 0.041). In both groups, there was increased quality life (p > 0.05). The women without incontinence experienced greater improvement in the quality of their sexual relations (Pre 6.8 ± 1.4–Post 7.2 ± 1.0). Conclusions: After the intervention, a high percentage of women showed a statistically significant improvement in their symptoms. The participants reported an increase in quality of life and the women without incontinence reported an improvement in quality of their sexual relations. Our findings suggest that visual BFB for training the PFM may be beneficial for women with or without incontinence.