To explore the effect of neurofeedback training on improving shooting performance and the characteristics of non-responder during neurofeedback training. This paper conducted a neurofeedback training for sport performance (SP-NFT) experimental research. The experiment recruited 20 armed police force soldiers to conduct a "PEAK" paradigm 4 times a week SP-NFT, collected pre- and post-test disappearing target shooting performance and related Electroencephalograph (EEG) data, and tested the improvement effect of SP-NFT on shooting performance, changes in EEG characteristics and the characteristics of non-responder groups during SP-NFT. The results showed that the post-test shooting performance was significantly higher than that of the pre-test (p < 0.01), and the resting state theta frequency band power was significantly reduced (p < 0.01). Compare with the normal subjects, the non-response group had higher efforts and the variation degree of theta and SMR frequency band power were lower during SP-NFT stage. These results showed that SP-NFT could effectively improve the shooting performance of the subjects, and further revealed the related physiological mechanism of the non-response group. Research can provide theoretical support and experimental evidence for the further development of SP-NFT technology for improving shooting performance.