Mismatch negativity (MMN) is suitable for studies of preattentive auditory discriminability and the auditory memory trace. Subjective cognitive decline (SCD) is an ideal target for early therapeutic intervention because SCD occurs at preclinical stages many years before the onset of Alzheimer’s disease (AD). According to a novel lifespan-based model of dementia risk, hearing loss is considered the greatest potentially modifiable risk factor of dementia among nine health and lifestyle factors, and hearing impairment is associated with cognitive decline. Therefore, we propose a neurofeedback training based on MMN, which is an objective index of auditory discriminability, to regulate sensory ability and memory as a non-pharmacological intervention (NPI) in SCD patients. Seventeen subjects meeting the standardized clinical evaluations for SCD received neurofeedback training. The auditory frequency discrimination test, the visual digital N-back (1-, 2-, and 3-back), auditory digital N-back (1-, 2-, and 3-back), and auditory tone N-back (1-, 2-, and 3-back) tasks were used pre- and post-training in all SCD patients. The intervention schedule comprised five 60-min training sessions over 2 weeks. The results indicate that the subjects who received neurofeedback training had successfully improved the amplitude of MMN at the parietal electrode (Pz). A slight decrease in the threshold of auditory frequency discrimination was observed after neurofeedback training. Notably, after neurofeedback training, the working memory (WM) performance was significantly enhanced in the auditory tone 3-back test. Moreover, improvements in the accuracy of all WM tests relative to the baseline were observed, although the changes were not significant. To the best of our knowledge, our preliminary study is the first to investigate the effects of MMN neurofeedback training on WM in SCD patients, and our results suggest that MMN neurofeedback may represent an effective treatment for intervention in SCD patients and the elderly with aging memory decline.