Sensory processing sensitivity (SPS) is a biological trait associated with enhanced awareness of and responsivity to the environment, as well as depth of cognitive processing. However, only a few studies have investigated how contextual factors impact cognition as a function of SPS. Thus, this study examined whether SPS is associated with differential changes in cognitive function resulting from participation in a 4-week app-based cognitive training program with neurofeedback (CT-NF). Participants (M age = 66 years) were randomized to either a treatment (CT-NF) or control group (Tetris). They completed a self-report measure of SPS (the Highly Sensitive Person Scale), and cognitive tests at pre- and post–intervention. Results revealed that individuals with higher levels of SPS in the treatment group showed superior improvements in memory (MEM) and visual memory (VSM), relative to other participants and other measures of cognition. These findings are consistent with theories of SPS and studies showing that enhanced visual perceptiveness and memory are associated with the trait. Moreover, they highlight the cognitive mechanisms that might be especially important for SPS. In conclusion, these findings suggest that those with high SPS may experience enhancements in MEM and VSM, resulting from a 4-week app-based CT-NF program.