Although the first experiments on alpha-neurofeedback date back nearly six decades ago, when Joseph Kamiya reported successful operant conditioning of alpha-rhythm in humans, the effectiveness of this paradigm in various experimental and clinical settings is still a matter of debate. Here, we investigated the changes in EEG patterns during a continuously administered neurofeedback of P4 alpha activity. Two days of neurofeedback training were sufficient for a significant increase in the alpha power to occur. A detailed analysis of these EEG changes showed that the alpha power rose because of an increase in the incidence rate of alpha episodes, whereas the amplitude and the duration of alpha oscillations remained unchanged. These findings suggest that neurofeedback facilitates volitional control of alpha activity onset, but alpha episodes themselves appear to be maintained automatically with no volitional control- A property overlooked by previous studies that employed continuous alpha-power neurofeedback. We propose that future research on alpha neurofeedback should explore reinforcement schedules based on detection of onsets and offsets of alpha waves, and employ these statistics for exploration and quantification of neurofeedback induced effects.