Alpha-asymmetry neurofeedback (ALAY) was applied to patients with major depressive disorder (MDD) based on the theory of frontal alpha asymmetry. Neurophysiological studies have found a higher high-beta activity of electroencephalography (EEG) at the posterior cortex among patients with comorbid MDD and anxiety symptoms. The present study examined the effects of ALAY and high-beta down-training (Beta) neurofeedback in symptoms of depression and anxiety and EEG parameters. Eighty-seven patients with comorbid MDD and anxiety symptoms were allocated to the ALAY, Beta, or control groups. Both neurofeedback groups received ten-session neurofeedback. All participants completed the Beck Depression Inventory II (BDI-II), Beck Anxiety Inventory (BAI), and five minutes resting EEG recording at pre-test and post-test. EEG raw signals were transformed into an A1 score [log (F4 alpha) - log (F3 alpha)], P3 and P4 high-beta power. BDI-II and BAI scores decreased at post-test in both ALAY and Beta groups, but no significant difference between the two groups. No significant interaction effect in A1 score at pre-test and post-test between the ALAY, Beta, and control groups. The P3 high-beta was significantly decreased in the Beta group, an increase in the control group, and no change in the ALAY group at post-test compared to the pre-test. Both neurofeedback groups decreased symptoms of depression and anxiety. The Beta group was more effective in decreasing high-beta power at the parietal cortex compared to other groups. This non-invasive psychological intervention can be used in the future for patients with comorbid MDD and anxiety symptoms. Copyright © 2019 Elsevier B.V. All rights reserved.