Neurofeedback (NF) training is a promising preventive and therapeutic approach for brain and behavioral impairments, the dorsolateral prefrontal cortex (DL-PFC) being a relevant region of interest. Functional near-infrared spectroscopy (NIRS) has recently been applied in NF training. However, this approach is highly sensitive to extra-cerebral vascularization, which could bias measurements of cortical activity. Here, we examined the feasibility of a NF training targeting the DL-PFC and its specificity by assessing the impact of physiological confounds on NF success via short-channel offline correction under different signal filtering conditions. We also explored whether the individual mental strategies affect the NF success. Thirty volunteers participated in a single 15-trial NF session in which they had to increase the oxy-hemoglobin (HbO2) level of their bilateral DL-PFC. We found that 0.01-0.09 Hz band-pass filtering was more suited than the 0.01-0.2 Hz band-pass filter to highlight brain activation restricted to the NF channels in the DL-PFC. Retaining the 10 out of 15 best trials, we found that 18 participants (60%) managed to control their DL-PFC. This number dropped to 13 (43%) with short-channel correction. Half of the participants reported a positive subjective feeling of control, and the "cheering" strategy appeared to be more effective in men (p<0.05). Our results showed successful DL-PFC fNIRS-NF in a single session and highlighted the value of accounting for extra cortical signals, which can profoundly affect the success and specificity of NF training.