Inclusion Criteria:  A diagnosis of unipolar depressive disorder on ICD-10 (F32, F33, F34.1) Sufficient self-regulation ability (verified with 3 sessions of ALAY EEG neurofeedback)  Exclusion Criteria:  Serious somatic, mental, or substance abuse problem other than depression Depression secondary to other mental or somatic conditions Psychotic features in depression or comorbid psychotic disorder Serious suicide risk Seasonal depression Receiving or planning to receive psychotropic medications Receiving cardiovascular medications General MRI exclusions Current pregnancy IQ<70 (established with Raven's progressive matrices) Previous experience with neurofeedback