Neurofeedback (NF) is a promising method to self-regulate human brain activity for cognition enhancement. Due to the unclear results of alpha NF training on working memory updating as well as the impact of feedback modality on NF learning, this study aimed to understand further the underlying neural mechanism of alpha NF training effects on working memory updating, where the NF learning was also compared between visual and auditory feedback modalities. A total of 30 participants were assigned to Visual NF, Auditory NF, and Control groups. Working memory updating was evaluated by n-back (n =2,3) tasks before and after five alpha upregulation NF sessions. The result showed no significant difference in NF learning performance between the Visual and Auditory groups, indicating that the difference in feedback modality did not affect NF learning. In addition, compared to the control group, the participants who achieved successful NF learning showed a significant increase in n-back behavioral performance and P3a amplitude in 2-back and a significant decrease in P3a latency in 3-back. Our results in n-back further suggested that successful alpha NF training might improve updating performance in terms of the behavioral and related event-related potential (ERP) measures. These findings contribute to the understanding of the effect of alpha training on memory updating and the design of NF experimental protocol in terms of feedback modality selection.