Electroencephalographic Neurofeedback Training (EEG NFT) aims to improve sport performance by teaching athletes to control their mental states, leading to better cognitive, emotional, and physical outcomes. The psychomotor efficiency hypothesis suggests that optimizing brain function could enhance athletic ability, indicating the potential of EEG NFT. However, evidence for EEG-NFT's ability to alter critical brain activity patterns, such as sensorimotor rhythm and frontal midline theta-key for concentration and relaxation-is not fully established. Current research lacks standardized methods and comprehensive studies. This shortfall is due to inconsistent EEG target selection and insufficient focus on coherence in training. This review aims to provide empirical support for EEG target selection, conduct detailed control analyses, and examine the specificity of electrodes and frequencies to relation to the psychomotor efficiency hypothesis. Following the PRISMA method, 2,869 empirical studies were identified from PubMed, Science Direct, Web of Science, Embase, CNKI, and PsycINFO. Thirteen studies met the inclusion criteria: (i) proficient skill levels; (ii) use of EEG; (iii) neurofeedback training (NFT); (iv) motor performance metrics (reaction time, precision, dexterity, balance); (v) control group for NFT comparison; (vi) peer-reviewed English-language publication; and (vii) randomized controlled trial (RCT) design. Studies indicate that NFT can enhance sports performance, including improvements in shooting accuracy, golf putting, and overall motor skills, as supported by the psychomotor efficiency hypothesis. EEG NFT demonstrates potential in enhancing sports performance by optimizing performers' mental states and psychomotor efficiency. However, the current body of research is hampered by inconsistent methodologies and a lack of standardized EEG target selection. To strengthen the empirical evidence supporting EEG NFT, future studies need to focus on standardizing target selection, employing rigorous control analyses, and investigating underexplored EEG markers. These steps are vital to bolster the evidence for EEG NFT and enhance its effectiveness in boosting sport performance.