<p>The phenomenon of “choking” under pressure remains a significant challenge in elite sports, where traditional psychological skills training (PST) often yields limited efficacy and transferability due to its subjective nature. This study investigated the efficacy of “Cognitive Armor,” a novel neurofeedback protocol designed to enhance performance under pressure by training athletes to self-regulate neural activity associated with an optimal performance state. Forty-five elite athletes from precision-based sports were randomly assigned to one of three groups: a Neurofeedback Group (NG) receiving the Cognitive Armor protocol, an Active Control Group (ACG) receiving sham neurofeedback, and a traditional PST Group (PSTG). Over a 12-week intervention, participants underwent baseline and post-intervention assessments, including quantitative EEG (qEEG), sport-specific performance tests under normal and induced pressure conditions, and psychological questionnaires. A follow-up assessment was conducted after 3 months. Results indicated that the NG demonstrated a significantly greater ability to increase the sensorimotor rhythm (SMR)/high-beta ratio compared to both control groups (F(2, 42) = 21.34, <i>p</i> &lt; .001, ηp² = 0.50). Crucially, the NG showed significantly smaller performance degradation under high-pressure conditions than the ACG and PSTG (F(2, 42) = 8.91, <i>p</i> &lt; .01, ηp² = 0.30), and these gains were maintained at follow-up. These findings provide promising evidence that objective, EEG-based neurofeedback can be a superior intervention for building mental resilience and preventing performance decrements in elite athletes, offering an evidence-based tool for mental conditioning in competitive sports.</p>