A study published in Frontiers in Behavioral Neuroscience in 2014 looked at the results of an extremely short regimen of neurofeedback (only eight sessions) for 40 individuals with a diagnosis of Major Depressive Disorder.  They found that, despite the small number of sessions, measurements of working memory and processing speed increased, suggesting that neurofeedback may be helpful with depression.  You may read the full study at:  https://www.frontiersin.org/articles/10.3389/fnbeh.2014.00296/full