Neurofeedback is a strong direct training method for brain function, wherein brain activity patterns are measured and displayed as feedback, and trainees try to stabilize the feedback signal onto certain desirable states to regulate their own mental states. Here, we introduce a novel neurofeedback method, using the mismatch negativity (MMN) responses elicited by similar sounds that cannot be consciously discriminated. Through neurofeedback training, without participants' attention to the auditory stimuli or awareness of what was to be learned, we found that the participants could unconsciously achieve a significant improvement in the auditory discrimination of the applied stimuli. Our method has great potential to provide effortless auditory perceptual training. Based on this method, participants do not need to make an effort to discriminate auditory stimuli, and can choose tasks of interest without boredom due to training. In particular, it could be used to train people to recognize speech sounds that do not exist in their native language and thereby facilitate foreign language learning.