I've created an account to address this inquiry, specifically. I find myself in a similar boat. It's my guess that with the growing popularity of NF treatment, the more reports of negative side effects will begin to surface. And I'd like to preface my brief story by expressing my disappointment in how blatantly irresponsible it is to not only neglect to inform new patients to NF therapy about the risks of negative side effects, but to actually instill a false sense of confidence, and reassurance in a reluctant patient by telling them that, in fact, there are NO negative side effects whatsoever. To tell a potential patient that, because this process is non-invasive, there are simply no risks involved, only benefits, is complete nonsense and borderline criminal. Furthermore, to claim only great benefits to be the outcome of this kind of treatment actually defies logic. Simply, if Neurofeedback therapy can benefit you in any way, especially significantly, it can also work in the opposite direction, in my case, significantly.
My mom is an occupational therapist who works with developmentally disabled children. I have struggled with depression and anxiety for the better part of my 30 year existence. We had both, independently of one another, read a little about neurofeedback therapy and the wonders it can do to improve so many different conditions. Because the field my mom works in, and because she chooses to stay informed, she exposes herself to demonstrations of a range of potentially beneficial treatments that are available. She saw a demonstration done by a wonderful woman, of whom eventually became the counselor that oversaw my NF treatments. I cannot stress enough about how wonderful, and deeply involved this woman is with the affects of this process on her patients. Highly intelligent and very compassionate. So, backing up, my mom was curious to see how this treatment could benefit me, and eventually some of her own patients, so she offered to pay for 20 treatments if I were the guinea pig. Having read only good things about it, I agreed. Then, after meeting with the counselor, my confidence in the therapy was even further reinforced. I kept reading that there were "no negative side effects" on nearly every piece of literature I was given. This was important, because though I had struggled with depression and anxiety for the better part of my life, it was very manageable with medication. I was functioning, and doing rather well at the time. But the idea of being free from medication was tempting. This is why I made the decision to go through with the treatments.
After the first 5 treatments (eyes open), I had not yet experienced any significant difference. Maybe a slight improvement in overall sense of well-being and day to day mood stability. From 6 to 10 is when things started to go down hill. The way I described it was that it felt like somebody had set me on fire with electricity. I could feel energy coursing through me at all times. It felt like I could light up a light bulb with my bare hands. Scary. Then, the energy I felt, seemed to get a bit looser. It turned into an internal vibration, eventually turning into a visible and eerily rhythmic tremble. My teeth would chatter, sightly, all the time. They are as I type this. I informed my counselor about this, always keeping an open line of communication with her about how the treatments were affecting me, and she decided to change the protocol to an eyes closed. From this point on there was no improvement from where I had started, when I first worked through the doors to the clinic, only an attempt at getting back to normal. Or my normal, anyway. I spent the next 12 treatments, 22 in all, attempting to regain my normalcy. Some would ask me why I continued to do it that long after I started to have negative effects. Good question. The reason I stayed with it was that my logic told me that if neurofeedback was responsible for this, neurofeedback could also be my salvation. Also, I had read in several places during my research (after the negative effects began) that if a patient displays negative effects, these are the same patients with the highest success rate after enough treatments. I think giving it 12 more treatments was being generous on my part. In conclusion, I find myself pretty screwed up. Much, much worse off than I was before. Some of the things I'm experiencing are nightmarish. A list of my symptoms below:

-Constantly trembling, internally vibrating, teeth chattering (I would compare this to the feeling of being cold, as far as how the body responds in an attempt to stay warm. Very tight, seized up, chattering, trembling, at all times.)

-Terrified of crowds, extreme social anxiety

-Bizarre head pressure on the top of my head and center of my forehead (without pain)

-Headaches more often (though this could be due to allergies)

-A wobble in my voice, a trembly voice

-Extreme tension

-Debilitating trembling due to anxiety in any social situation

-Depression

The extent of the social anxiety, along with all other physical symptoms listed, I had never experienced before neurofeedback. At all.