Fifty healthy participants took part in a double-blind placebo-controlled study in which they were either given auditory alpha activity (8–12 Hz) training (N = 18), random beta training (N = 12), or no training at all (N = 20). A novel wireless electrode system was used for training without instructions, involving water-based electrodes mounted in an audio headset. Training was applied approximately at central electrodes. Post-training measurement using a conventional full-cap EEG system revealed a 10% increase in alpha activity at posterior sites compared to pre-training levels, when using the conventional index of alpha activity and a non-linear regression fit intended to model individual alpha frequency. This statistically significant increase was present only in the group that received the alpha training, and remained evident at a 3 month follow-up session, especially under eyes open conditions where an additional 10% increase was found. In an exit interview, approximately twice as many participants in the alpha training group (53%) mentioned that the training was relaxing, compared to those in either the beta (20%) or no training (21%) control groups. Behavioural measures of stress and relaxation were indicative of effects of alpha activity training but failed to reach statistical significance. These results are discussed in terms of a lack of statistical power. Overall, results suggest that self-guided alpha activity training using this novel system is feasible and represents a step forward in the ease of instrumental conditioning of brain rhythms.