Using neurofeedback (NF), individuals can learn to modulate their own brain activity, in most cases electroencephalographic (EEG) rhythms. Although a large body of literature reports positive effects of NF training on behavior and cognitive functions, there are hardly any reports on how participants can successfully learn to gain control over their own brain activity. About one third of people fail to gain significant control over their brain signals even after repeated training sessions. The reasons for this failure are still largely unknown. In this context, we investigated the effects of spontaneous mental strategies on NF performance. Twenty healthy participants performed either a SMR (sensorimotor rhythm, 12-15 Hz) based or a Gamma (40-43 Hz) based NF training over ten sessions. After the first and the last training session, they were asked to write down which mental strategy they have used for self-regulating their EEG. After the first session, all participants reported the use of various types of mental strategies such as visual strategies, concentration, or relaxation. After the last NF training session, four participants of the SMR group reported to employ no specific strategy. These four participants showed linear improvements in NF performance over the ten training sessions. In contrast, participants still reporting the use of specific mental strategies in the last NF session showed no changes in SMR based NF performance over the ten sessions. This effect could not be observed in the Gamma group. The Gamma group showed no prominent changes in Gamma power over the NF training sessions, regardless of the mental strategies used. These results indicate that successful SMR based NF performance is associated with implicit learning mechanisms. Participants stating vivid reports on strategies to control their SMR probably overload cognitive resources, which might be counterproductive in terms of increasing SMR power.