EEG-based neurofeedback is a prominent method to modulate one’s own brain activity in a desired direction. However, the EEG signal can be disturbed by artifacts, e.g., eye movements, which can consequently confound the neurofeedback performance. Involuntary miniature eye movements can be hardly detected by conventional EEG correction methods such as recording the electro-oculogram (EOG) and subtracting EOG activity from the EEG signal. However, such miniature eye movements can influence EEG activity, especially in the Gamma frequency range, enormously. In the present study, we investigated whether power in different EEG frequencies can be effectively modulated by self-control of brain signals during neurofeedback training and/or whether changes in EEG power are provoked by miniature eye movements during the training. To this end, 24 participants performed one session of SMR and one session of Gamma neurofeedback training. Additionally, in each training session sham feedback was performed. An eye tracker was used to detect miniature eye movements (< 1°) during neurofeedback training. About two thirds of the participants were able to increase their SMR power over the course of NF training, while one third was able to increase Gamma power. Generally, miniature eye movements induced a strong Gamma power increase. The number of eye movements also increased numerically over the course of the NF training. However, we did not find a significant relationship with the NF training performance. This is a first indication that miniature saccades do not affect NF training performance, but should not be neglected during NF training. Our results have to be confirmed in future studies.