Neurofeedback is a technique to learn to control brain signals by means of real time feedback. In the present study, the individual ability to learn two EEG neurofeedback protocols – sensorimotor rhythm and gamma rhythm – was related to structural properties of the brain. The volumes in the anterior insula bilaterally, left thalamus, right frontal operculum, right putamen, right middle frontal gyrus, and right lingual gyrus predicted the outcomes of sensorimotor rhythm training. Gray matter volumes in the supplementary motor area and left middle frontal gyrus predicted the outcomes of gamma rhythm training. These findings combined with further evidence from the literature are compatible with the existence of a more general self-control network, which through self-referential and self-control processes regulates neurofeedback learning.