Neurofeedback is a mode of treatment that is potentially useful for improving self-regulation skills in persons with autism spectrum disorder. We proposed that operant conditioning of EEG in neurofeedback mode can be accompanied by changes in the relative power of EEG bands. However, the details on the change of the relative power of EEG bands during neurofeedback training course in autism are not yet well explored. In this study, we analyzed the EEG recordings of children diagnosed with autism and enrolled in a prefrontal neurofeedback treatment course. The protocol used in this training was aimed at increasing the ability to focus attention, and the procedure represented the wide band EEG amplitude suppression training along with upregulation of the relative power of gamma activity. Quantitative EEG analysis was completed for each session of neurofeedback using wavelet transform to determine the relative power of gamma and theta/beta ratio, and further to detect the statistical changes within and between sessions. We found a linear decrease of theta/beta ratio and a liner increase of relative power of gamma activity over 18 weekly sessions of neurofeedback in 18 high functioning children with autism. The study indicates that neurofeedback is an effective method for altering EEG characteristics associated with the autism spectrum disorder. Also, it provides information about specific changes of EEG activities and details the correlation between changes of EEG and neurofeedback indexes during the course of neurofeedback. This pilot study contributes to the development of more effective approaches to EEG data analysis during prefrontal neurofeedback training in autism.