The aim of this study was to compare the effect of pelvic floor muscle training with surface electromyographic (sEMG) biofeedback (BF group) and Pilates exercises (P group) on the bioelectrical activity of pelvic floor muscles in women with stress urinary incontinence. The other aim aim was to compare changes in voiding diaries and scores on quality of life questionnaire against baseline values and between the groups. Women in the BF group (n = 18) participated in pelvic floor muscle training with sEMG biofeedback; the P group (n = 13) participated in basic level Pilates workouts. Both protocols were continued for eight weeks. Voiding diary, quality of life and electromyographic characteristics of the pelvic floor muscles were assessed at the three-time points: at baseline, after eight weeks' training, and at month six post-training. The sEMG activity of the pelvic floor muscles was tested during five trials in two positions. There was no marked improvement in bioelectrical activity of the pelvic floor muscles during contraction following training with sEMG biofeedback or Pilates exercises. Following eight weeks of sEMG biofeedback training, a decrease was noted in resting bioelectrical activity of pelvic floor muscles and during relaxation after sustained contraction but only in supine-lying. No such effect was observed in the Pilates group. In the BF group, the number of incontinence episodes after end of treatment (timpepoints: 1vs. 2) and at six month follow-up (timpepoints: 1vs. 3) decreased by 68.5% and 89.3%, respectively. The respective values in the P group were 78.6%, and 86.4%. The intergroup differences did not reach the level of statistical significance. As regards the quality of life, the questionnaire demonstrated that Pilates exercises had significantly better effects compared to biofeedback training both at the end of the eight-week exercise program and (p = 0.003) and at six month follow-up (p = 0.0009). The International Consultation on Incontinence Questionnaire-Short Form (ICIQ- SF) showed comparable efficacy of Pilates exercises and training with sEMG biofeedback. Intragroup improvements in micturition frequency, incontinence (leakage) episodes, and nocturia frequency were comparable. Alleviation of urinary incontinence symptoms was comparable in both groups, whereas the improvement in the quality of life was more notable in the Pilates group. The obtained results failed to demonstrate the superiority of any of the two methods regarding the bioelectrical activity of pelvic floor muscles in patients with stress urinary incontinence.