Neurofeedback transforms real-time brain activity features into multimodal feedback to guide self-regulation of brain function, showing potential applications in neuropsychiatric treatment and cognitive enhancement. However, its use entails ethical risks including cognitive autonomy, personal identity integrity, safety and efficacy, privacy protection, and the safeguarding of vulnerable populations, with informed consent challenges being particularly pronounced in implicit neurofeedback. Based on these risks, this paper proposes establishing an ethical evaluation framework for neurofeedback, promoting ethics-embedded design, and strengthening international cooperation and public education, emphasizing responsible innovation to align technological development with ethical safeguards.