A measurement of the rate of prompt diphoton production in p anti-p collisions at s**(1/2) = 1.96 TeV using the CDF detector is presented. The results are compared to a NLO calculation. We also measured the gamma + b and gamma + c cross sections comparing the results with PYTHIA LO predictions. The background from non-prompt sources is estimated using a statistical method based on differences in electromagnetic showers initiated by photons and by the background.