Using Electroencephalographic (EEG) signals for neurofeedback is helpful for learning and a promising approach to train the mind. We introduce MindTrain, a novel, gamified neurofeedback training environment that allows users to learn the skill to voluntarily self-regulate their brain activity in Virtual Reality (VR). MindTrain combines the concept of implicit control wth a mobile consumer EEG-wearable in an interactive and immersive VR-environment for visualising the feedback. We tested the feasibility of MindTrain for training to control states of relaxation and concentration. Our results prove that MindTrain is a promising novel method that warrants further investigation within a larger study. Furthermore, the use of the mobile EEG-wearable demonstrates the potential for bringing MindTrain out of the laboratory into a real-world context.