The purpose of this study was to evaluate the effect of neurofeedback on depressive symptoms and electrophysiological disturbances in patients with major depressive disorder. We recruited participants suffering from depression to evaluate efficacy of left prefrontal beta with alpha/theta training. An 8-week, prospective, open-label study was undertaken. Twenty participants were recruited. The treatment protocol was twice or three times a week training of beta at F3 with alpha/theta at Pz for 8 weeks. When every visit, patients were received beta training for 30 min, and then alpha/theta training for 30 min. Baseline, 4 and 8 week scores of; the Hamilton rating scale for Depression (HAM-D), the Hamilton rating scale for Anxiety (HAM-A), the Beck Depression Inventory (BDI)-II, the Beck Anxiety Inventory (BAI), Clinical global impression-severity (CGI-S), and pre- and post-treatment resting state EEGs were compared. Interhemispheric alpha power asymmetry (A score) was computed for homologous sites F3–F4. Pre- and post-training clinical assessments revealed significant improvements in HAM–D, HAM-A, BDI, and CGI-S scores. Cumulative response rates by HAM-D were 35.0 and 75.0 % at 4 and 8 weeks, respectively, corresponding cumulative remission rates by HAM-D were 15.0 and 55.0 %, respectively. No significant differences were found between pre- and post-treatment A score. Neurofeedback treatment could improve depressive symptoms significantly. In addition, anxiety symptoms and clinical illness severity decreased significantly after neurofeedback treatment. Despite its several limitations, such as, small sample size and lack of a control group, this study suggested neurofeedback has significant effects in patients with major depressive disorder.