To foster performance across all levels of sports practice, physical training has been integrated with various mental training practices. Recently, an integrative approach to neurocognitive enhancement tried to combine the strengths of mental practices (i.e. mindfulness) and of training with neurofeedback devices. Based on previous validation studies showing the effect of a combined mindfulness–neurofeedback program on neurocognitive efficiency and stress/anxiety levels, we aimed at testing the feasibility and potential of that intensive combined program for improving psychological well-being and attention regulation in sport contexts. 50 participants (sportspeople and volunteers not regularly involved in sports) were divided into groups undergoing experimental and active control training programs. The experimental one was based on breathing-awareness practices supported by a wearable neurofeedback, while the active control one included only breathing practices. Before and after training participants underwent standardized neuropsychological and electrophysiological assessment. Data analysis highlighted a significant reduction of response times and false alarms at computerized cognitive tasks in sportspeople who completed the training, as well as a consistent improvement of the N2 event-related potential — a marker of attention regulation processes. We have also observed a general reduction of perceived stress and increased ability to keep a non-evaluative stance. Findings extend available observations on cognitive and neural effects of combined mindfulness–neurofeedback practice by showing that it is possible to observe training effects even after a limited period of practice among sportspeople. Such early training effects might mirror optimized implicit learning curves due to peculiar sensitivity to bodily signals and awareness.