Self-regulation plays a critical role in sport performance. An objective, psychophysiological marker of self-regulation is cardiac vagal activity, the activity of the vagus nerve regulating cardiac functioning. The aim of this paper is to provide an overview of factors influencing cardiac vagal activity, which can be useful for athletes. Specifically, we organize this overview in two main domains: personal factors and environmental factors. Among the personal factors, we discuss the behavioral strategies that can be used by athletes: nutrition, non-ingestive oral habits, water immersion, body temperature reduction, sleeping habits, relaxation methods, cognitive techniques, praying, music, and exercise. Among environmental factors, we discuss those linked to the social (i.e., contact with humans and animals) and physical (i.e., aromas, lights, sounds, temperature, outdoor, altitude) environment. Future research directions are given, as well as practical implications for athletes and coaches.