Background: There is growing interest in neurofeedback as a treatment for major depressive disorder. Reduction of asymmetry of alpha-activity between left and right prefrontal areas with neurofeedback has been postulated as effective in earlier studies. Unfortunately, methodological shortcomings limit conclusions that can be drawn from these studies. In a pilot-study, we investigated the effectiveness of reduction of asymmetry of alpha-activity with neurofeedback in depressed participants with the use of a stringent methodological approach. Methods: Nine participants meeting DSM-IV criteria for major depressive disorder were treated with a maximum of 30 neurofeedback-sessions, aimed at reducing asymmetry of alpha-activity, over a 10-week period. No changes in the use of antidepressants were allowed 6 weeks before and during the intervention. Changes in depressive symptomatology were assessed with the Quick Inventory of Depressive Symptoms, self-report version. Results: We observed response in 1 and remission in 4 out of a total of 9 participants. The effectiveness appeared largest in female participants. The mean asymmetry of alpha-activity decreased significantly over sessions in a quadratic fashion. This decrease was associated with clinical response. Conclusions: This pilot study suggests that neurofeedback aimed at a reduction of frontal asymmetry of alpha-activity may be effective as a treatment for depression. However, this was an open label pilot study. Non-specific effects of the procedure and/or a beneficial natural course may have confounded the results. Randomized controlled trials will have to establish the efficacy of neurofeedback for depression.