Non-pharmacological treatments such as electroencephalogram (EEG) neurofeedback have become more important in multidisciplinary approaches to treat chronic pain. The aim of this scoping review is to identify the literature on the effects of EEG neurofeedback in reducing pain complaints in adult chronic-pain patients and to elaborate on the neurophysiological rationale for using specific frequency bands as targets for EEG neurofeedback. A pre-registered scoping review was set up and reported following the guidelines of the Preferred Reporting Items for Systematic Reviews and Meta-Analysis (PRISMA) extension for Scoping Reviews (PRISMA-ScR). The data were collected by searching for studies published between 1985 and January 2023 in PubMed, EMBASE, and PsycINFO. Thirty-two studies on various types of chronic pain were included. The intervention was well-tolerated. Approximately half of the studies used a protocol that reinforced alpha or sensorimotor rhythms and suppressed theta or beta activity. However, the underlying neurophysiological rationale behind these specific frequency bands remains unclear. There are indications that neurofeedback in patients with chronic pain probably has short-term analgesic effects; however, the long-term effects are less clear. In order to draw more stable conclusions on the effectiveness of neurofeedback in chronic pain, additional research on the neurophysiological mechanisms of targeted frequency bands is definitely worthwhile. Several recommendations for setting up and evaluating the effect of neurofeedback protocols are suggested.