Gains of cognitive training may be eliminated due to mental fatigue. This paper reports the design and implementation of a functional near-infrared spectroscopy (fNIRS) - dynamic difficulty adjustment (DDA) system. A total of 25 healthy volunteers underwent two training sessions - one with fixed difficulty level of training (FDT) and one with neurofeedback training (NFT) using our fNIRS-DDA system. The workload in each training session was assessed using the National Aeronautics and Space Administration Task Load Index (NASA-TLX). Whilst sustaining mental task performance, the drop in oxygenation level observed in NFT subjects might indicate mental fatigue as they received higher NASA-TLX scores, especially in both mental demand and frustration subscales. In contrast, the oxygenation levels remained almost constant by NFT subjects throughout the experiment. This suggests that the proposed fNIRS-DDA system aided the participants in avoiding mental fatigue. Future studies will investigate if the system may prevent the progression of Alzheimer's disease. © 2018 IEEE.