Fibromyalgia is a chronic pain condition contributing to significant disability worldwide. Neuroimaging studies identify abnormal effective connectivity between cortical areas responsible for descending pain modulation (pregenual anterior cingulate cortex, pgACC) and sensory components of pain experience (primary somatosensory cortex, S1). Neurofeedback, a brain-computer interface technique, can normalise dysfunctional brain activity, thereby improving pain and function. This study evaluates the safety, feasibility, and acceptability of a novel electroencephalography-based neurofeedback training, targeting effective alpha-band connectivity from the pgACC to S1 and exploring its effect on pain and function. Participants with fibromyalgia (N = 30; 15 = active, 15 = placebo) received 12 sessions of neurofeedback. Feasibility and outcome measures of pain (Brief Pain Inventory) and function (Revised Fibromyalgia Impact Questionnaire) were collected at baseline and immediately, ten-days, and one-month post-intervention. Descriptive statistics demonstrate effective connectivity neurofeedback training is feasible (recruitment rate: 6 participants per-month, mean adherence: 80.5%, dropout rate: 20%), safe (no adverse events) and highly acceptable (average 8.0/10) treatment approach for fibromyalgia. Active and placebo groups were comparable in their decrease in pain and functional impact. Future fully powered clinical trial is warranted to test the efficacy of the effective connectivity neurofeedback training in people with fibromyalgia with versus without chronic fatigue.