Introduction Due to limited efficacy and side effects of pharmacological therapy in tension-type headache (TTH), alternative approaches are feasible. Neurofeedback is a noninvasive neuromodulation technique increasingly used in practice, but, however, there is limited research on its efficacy. Objectives To evaluate the efficacy of neurofeedback in TTH and to reveal the factors moderating treatment effects. Methods We analyzed the data from a pilot phase of an ongoing single case design cross-over sham-controlled study. Four females with TTH underwent 10 sessions of neurofeedback and 10 sessions of sham-neurofeedback in a randomized order. Participants filled a detailed headache diary 3 weeks before, during and 3 weeks after the treatment. At enrollment, we evaluated the personality factors with the MMPI, and performed a specially developed test on psychophysiological regulation of breath. Results Significant reduction of headache frequency and intensity was observed in 2 of 4 participants (responders). The responders were characterized by normal MMPI profile and, the same time, by lower baseline abilities for psychophysiological self-regulation. The non-responders had high MMPI profile (accentuation) and also higher abilities for psychophysiological self-regulation. Conclusions On the base of preliminary data, we suggest that neurofeedback may be feasible in TTH patients with lowered abilities for in psychophysiological self-regulation. Accentuation of personality traits may interfere with the efficacy of neurofeedback.