Neurofeedback research in a model closely related to humans is recommended to rule out placebo effects and unspecific factors bridging the gap between nonvalidated empirical and standardized controlled research. In this article, telemetric sensorimotor rhythm (SMR; 11–14 Hz) feedback training in the marmoset monkey is applied to examine the monkey's capability to voluntary control their brain activity. Four monkeys, provided with two epidural bioelectric electrodes above the sensorimotor cortex, were trained with positive reinforcement on SMR measured by online analyses of 1.28 s electroencephalogram epochs in 30-min sessions. These monkeys learned within five sessions to increase their α activity. The first evidence of nonhuman primates having an operant control over the SMR is provided, an initial step for a much-needed scientific basis to neurofeedback.