The Tevatron p\bar p collider at Fermilab represents the current high energy frontier in collider physics with a center of mass energy of ~1.96 GeV. This talk will present recent results on searches for new phenomena performed with the Collider Detector at Fermilab (CDF) with focus on Higgs and supersymmetry searches. The analyses use data from the Tevatron Run II with an integrated luminosity of up to 800 pb-1.