The right anterior insula (AI), known to have a key role in the processing and understanding of social emotions, is activated during tasks that involve the act of empathising. Neurofeedback provides individuals with a visualisation of their own brain activity, enabling them to regulate and modify this activity. Following previous research investigating the ability of individuals to up-regulate right AI activity levels through neurofeedback, we investigated whether this could be similarly accomplished during an empathy task involving auditory stimuli of human positive and negative emotional expressions. Twenty participants, ten with feedback from right anterior insula and ten with feedback from a sham brain region, participated in two sessions that included sixteen neurofeedback runs and four transfer runs. Results showed that for the second session participants in the right AI neurofeedback group demonstrated better ability to up-regulate their right AI compared to the control group who received sham feedback. Examination of the relationship between individual participants' empathic traits and their ability to up-regulate right AI activity showed that participants low on empathic traits produced a greater increase in activation of right AI by the end of training. Moreover, the response to positively valenced audio stimuli was greater than for negatively valenced stimuli. These results have implications for therapeutic training of empathy in populations with limited empathic response.