Cortical oscillations demonstrate a relationship with cognition. Moreover, they also exhibit associations with task performance and psychiatric mental disorders. This being the case, the modification of oscillations has become one of the key interests of neuroscientific approaches for cognitive enhancement. For such kind of alterations, neurofeedback (NF) of brain activity constitutes a promising tool. Concerning specific higher cognitive functions, frontal-midline theta (fm-theta) has been suggested as an important indicator of relevant brain processes. This paper presents a novel approach for an individualized, eight-session NF training to enhance fm-theta. An individual's dominant fm-theta frequency was determined based on experiments tapping executive functions. Effects of the actual NF training were compared to a pseudo-NF training. Participants of the pseudo-NF training experienced a comparable degree of motivation and commitment as the subjects of the actual NF training, but found the "training" slightly easier. In comparison to the pseudo-NF training, proper NF training significantly enhanced fm-theta amplitude in the actual training sessions, as well as during the whole course of training. However, unspecific changes in the alpha and beta frequency ranges found with both the actual NF and the pseudo-NF training groups emphasize the relevance of active control groups for neurofeedback studies.