Electroencephalogram (EEG) neurofeedback improves cognitive capacity and behaviors by regulating brain activity, which can lead to cognitive enhancement in healthy people and better rehabilitation in patients. The increased use of EEG neurofeedback highlights the urgent need to reduce the discomfort and preparation time and increase the stability and simplicity of the system’s operation. Based on brain-computer interface technology and a multithreading design, we describe a neurofeedback system with an integrated design that incorporates wearable, multichannel, dry electrode EEG acquisition equipment and cognitive function assessment. Then, we evaluated the effectiveness of the system in a single-blind control experiment in healthy people, who increased the alpha frequency band power in a neurofeedback protocol. We found that upregulation of the alpha power density improved working memory following short-term training (only five training sessions in a week), while the attention network regulation may be related to other frequency band activities, such as theta and beta. Our integrated system will be an effective neurofeedback training and cognitive function assessment system for personal and clinical use.