Electroencephalography (EEG)-neurofeedback has been shown to offer therapeutic benefits to patients with attention-deficit/hyperactivity disorder (ADHD) in several, mostly uncontrolled studies. This pilot study is designed to test the feasibility and safety of using a double-blind placebo feedback-controlled design and to explore the initial efficacy of individualized EEG-neurofeedback training in children with ADHD. Fourteen children (8–15 years) with ADHD defined according to the DSM-IV-TR criteria were randomly allocated to 30 sessions of EEG-neurofeedback (n = 8) or placebo feedback (n = 6). Safety measures (adverse events and sleep problems), ADHD symptoms and global improvement were monitored. With respect to feasibility, all children completed the study and attended all study visits and training sessions. No significant adverse effects or sleep problems were reported. Regarding the expectancy, 75% of children and their parent(s) in the active neurofeedback group and 50% of children and their parent(s) in the placebo feedback group thought they received placebo feedback training. Analyses revealed significant improvements of ADHD symptoms over time, but changes were similar for both groups. This pilot study shows that it is feasible to conduct a rigorous placebo-controlled trial to investigate the efficacy of neurofeedback training in children with ADHD. However, a double-blind design may not be feasible since using automatic adjusted reward thresholds may not work as effective as manually adjusted reward thresholds. Additionally, implementation of active learning strategies may be an important factor for the efficacy of EEG-neurofeedback training. Based on the results of this pilot study, changes are made in the design of the ongoing study.