Studies have shown an association between sensorimotor α-oscillation and pain perception. It suggests the potential use of neurofeedback (NFB) training for pain modulation through modifying sensorimotor α-oscillation. Here, a single-session NFB training protocol targeted on increasing sensorimotor α-oscillations was applied to forty-five healthy participants. Pain thresholds to nociceptive laser stimulations and pain ratings (intensity and unpleasantness) to identical laser painful stimulations were assessed immediately before and after NFB training. Participants had larger pain thresholds, but rated the identical painful laser stimulation as more unpleasant after NFB training. These pain measurements were further compared between participants with high or low NFB training efficacy that was quantified as the regression slope of α-oscillation throughout the ten training blocks. A significant increase in pain thresholds was observed among participants with high-efficacy; whereas a significant increase in pain ratings was observed among participants with low-efficacy. These results suggested that NFB training decreased the sensory-discriminative aspect of pain, but increased the affective-motivational aspect of pain, whereas both pain modulations were dependent upon the NFB training efficacy. Importantly, correlation analysis across all participants revealed that a greater NFB training efficacy predicted a greater increase in pain thresholds particularly at hand contralateral to NFB target site, but no significant correlation was observed between NFB training efficacy and modulation on pain ratings. It thus provided causal evidence for a link between sensorimotor α-oscillation and the sensory-discriminative aspect of pain, and highlighted the need for personalized neurofeedback for the benefits on pain modulation at the individual level. Future studies can adopt a double-blind sham-controlled protocol to validate NFB training induced pain modulation.