The technique of electroencephalographic neurofeedback (EEG NF) emerged in the 1970s and is a technique that measures a subject's EEG signal, processes it in real time, extracts a parameter of interest and presents this information in visual or auditory form. The goal is to effectuate a behavioural modification by modulating brain activity. The EEG NF opens new therapeutic possibilities in the fields of psychiatry and neurology. However, the development of EEG NF in clinical practice requires (i) a good level of evidence of therapeutic efficacy of this technique, (ii) a good practice guide for this technique. Firstly, this article investigates selected trials with the following criteria: study design with controlled, randomized, and open or blind protocol, primary endpoint related to the mental and brain disorders treated and assessed with standardized measurement tools, identifiable EEG neurophysiological targets, underpinned by pathophysiological relevance. Trials were found for: epilepsies, migraine, stroke, chronic insomnia, attentional-deficit/hyperactivity disorder (ADHD), autism spectrum disorder, major depressive disorder, anxiety disorders, addictive disorders, psychotic disorders. Secondly, this article investigates the principles of neurofeedback therapy in line with learning theory. Different underlying therapeutic models are presented didactically between two continua: a continuum between implicit and explicit learning and a continuum between the biomedical model (centred on "the disease") and integrative biopsychosocial model of health (centred on "the illness"). The main relevant learning model is to link neurofeedback therapy with the field of cognitive remediation techniques. The methodological specificity of neurofeedback is to be guided by biologically relevant neurophysiological parameters. Guidelines for good clinical practice of EEG NF concerning technical issues of electrophysiology and of learning are suggested. These require validation by institutional structures for the clinical practice of EEG NF.