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Primary headaches are highly prevalent and represent a major cause of disability in young adults. Neurofeedback is increasingly used in the treatment of chronic pain; however, there are few studies investigating its efficacy in patients with headaches. We report the results of a cross-over sham-controlled study on the efficacy of neurofeedback in the prophylactic treatment of tension-type headache (TTH). Participants received ten sessions of infra-low frequency electroencephalographic neurofeedback and ten sessions of sham-neurofeedback, with the order of treatments being randomized. The study also included a basic psychotherapeutic intervention - a psychoeducational session performed before the main study phases and emotional support provided throughout the study period. The headache probability was modeled as a function of the neurofeedback and sham-neurofeedback sessions performed to date. As a result, we revealed a strong beneficial effect of neurofeedback and no influence of the sham sessions. The study supports the prophylactic use of infra-low frequency neurofeedback in patients with TTH. From a methodological point of view, we advocate for the explicit inclusion of psychotherapeutic components in neurofeedback study protocols., Competing Interests: GM is employed by Yandex LLC. The remaining authors declare that the research was conducted in the absence of any commercial or financial relationships that could be construed as a potential conflict of interest., (Copyright © 2022 Arina, Dobrushina, Shvetsova, Osina, Meshkov, Aziatskaya, Trofimova, Efremova, Martunov and Nikolaeva.)