The benefits of clinical neurofeedback training are well known, however, its adverse side-effects are less studied. This research focuses on the transient adverse side effects of neurofeedback training via a double-blind, sham/controlled methodology. Thirty healthy undergraduate students volunteers were randomly divided into three treatment groups: increasing a modified Sensory Motor Rhythm, increasing Upper Alpha, and Sham/control group who receive a random reward. The training sessions were administered for a total of ten sessions. Questionnaires of transient adverse side effects were completed by all volunteers before each session. The results suggest that similar to most medical treatments, neurofeedback can cause transient adverse side effects. Moreover, most participants reported experiencing some side effects. The side effects can be divided into non-specific side effect, associated with the neurofeedback training in general and specific ones associated with the particular protocol. Sensory Motor Rhythm protocol seems to be the most sensitive to side effects.