We present the results on the searches for the SM and the non-SM Higgs boson production in p anti-p collisions at s**(1/2) = 1.96 TeV with the CDF detector at the Fermilab Tevatron. Using data corresponding to 300-700 pb-1, we search for the Higgs boson in various production and decay channels. No signal is observed, therefore, we set upper limits on the production cross-section times branching fraction as a function of the Higgs boson mass.