The brain's state of arousal influences cognitive functioning and mental well-being. It is controlled by several neuromodulatory nuclei in the brainstem and, particularly, by the locus coeruleus (LC). The LC is the main source of noradrenaline (NA) in the central nervous system where it exerts powerful effects on neural processing and autonomic function. Here, we investigate whether human participants can gain volitional control of their brain's arousal state using a new neurofeedback approach which exploits the mechanism that the eye's pupil diameter provides an indirect readout of arousal if light conditions are controlled. We show that pupil-based neurofeedback training is essential for learning how to self-regulate pupil size. Once acquired, pupil self-regulation significantly modulates neuromodulatory brainstem centers involved in arousal control and particularly the LC-NA system when carefully measured with functional magnetic resonance imaging. Further, it modulates heart rate, a cardiovascular marker of autonomic function, and it has a significant effect on behavior and specific psychophysiological responses during an oddball task, an attention task that has been shown to be evoke stimulus-dependent LC-NA activity. Considering the modulatory effects of the LC-NA system and other arousal-regulating centers on cognitive functioning and various behaviors including stress-related responses, pupil-based neurofeedback has a tremendous potential to be translated to behavioral and clinical applications across various domains.