Emerging evidence highlights the significant interplay between mental health and brain health, underscoring the potential of non-pharmacological interventions for major depressive disorder. Brain–computer interfaces offer a promising avenue in psychiatry, advancing self-regulation techniques to elucidate relationships among human behavior, emotional processes, and brain functionality. By visualizing brain function and enabling active modulation of cortical activity through real-time feedback, neurofeedback utilizes signals derived from electroencephalography and/or real-time functional magnetic resonance imaging, providing patients with interactive indicators for self-brain training. This closed-loop system targets specific brain activity or regions known to be associated with depression for upregulation or downregulation, thereby enhancing emotion regulation and executive functioning via mechanisms underlying neuroplasticity. Clinical evidence demonstrates promising outcomes, including strengthened neural connectivity, symptom improvement, and increased remission rates in depression. By coupling the advantages of psychotherapy and neuromodulation, neurofeedback aligns with the field’s shift toward personalized, technology-driven psychiatry. This chapter also addresses the practical challenges, including protocol standardization, precision targeting, long-term assessment, and scalable delivery, that are essential for translating promising pilot data into routine clinical practice and for empowering patients to actively engage in their brain health toward mental health improvement.