A biofeedback system capable of obtaining a real-time EEG response “in the field”, i.e. while a user is performing an activity in a real-world (non-clinical) setting, and capable of transforming the EEG response into a meaningful indicator of current mental state, and presenting that indicator to the user, e.g. in a form able to improve their performance of the activity. The system comprises a wearable sensor incorporated into headgear worn by the user during participation in an activity. A central processing unit is arranged to receive an EEG signal transmitted from the wearable sensor, and filter and analyse the EEG signal to generate output data that is indicative of mental state information for the user.