We present the results on the searches for the SM and the MSSM Higgs boson production in proton-antiproton collisions at s**(1/2) = 1.96 GeV with the CDF detector. The Higgs bosons are searched for in various production and decay channels, with data samples corresponding to 400 pb-1. Using these measurements, we set an upper limit on the production cross section times branching fraction for the Standard Model Higgs as a function of the Higgs mass, and we obtain exclusion regions in the tanB vs mass for the neutral MSSM Higgs, and branching fraction vs mass for the charged Higgs.