Due to its central role in cognitive control, the dorso-lateral prefrontal cortex (dlPFC) has been the target of multiple brain modulation studies. In the context of the present pilot study, the dlPFC was the target of eight repeated neurofeedback (NF) sessions with functional near infrared spectroscopy (fNIRS) to assess the brain responses during NF and with functional and resting state magnetic resonance imaging (task-based fMRI and rsMRI) scanning. Fifteen healthy participants were recruited. Cognitive task fMRI and rsMRI were performed during the 1st and the 8th NF sessions. During NF, our data revealed an increased activity in the dlPFC as well as in brain regions involved in cognitive control and self-regulation learning (pFWE < 0.05). Changes in functional connectivity between the 1st and the 8th session revealed increased connectivity between the posterior cingulate cortex and the dlPFC, and between the posterior cingulate cortex and the dorsal striatum (pFWE < 0.05). Decreased left dlPFC-left insula connectivity was also observed. Behavioural results revealed a significant effect of hunger and motivation on the participant control feeling and a lower control feeling when participants did not identify an effective mental strategy, providing new insights on the effects of behavioural factors that may affect the NF learning.