To assess the long-term effects of neurofeedback (NFB) in children with attention deficit hyperactivity disorder (ADHD), we compared behavioral and neurocognitive outcomes at a 6-month naturalistic follow-up of a randomized controlled trial on NFB, methylphenidate (MPH), and physical activity (PA). Ninety-two children with a DSM-IV-TR ADHD diagnosis, aged 7–13, receiving NFB (n = 33), MPH (n = 28), or PA (n = 31), were re-assessed 6-months after the interventions. NFB comprised theta/beta training on the vertex (cortical zero). PA comprised moderate to vigorous intensity exercises. Outcome measures included parent and teacher behavioral reports, and neurocognitive measures (auditory oddball, stop-signal, and visual spatial working memory tasks). At follow-up, longitudinal hierarchical multilevel model analyses revealed no significant group differences for parent reports and neurocognitive measures (p = .058–.997), except for improved inhibition in MPH compared to NFB (p = .040) and faster response speed in NFB compared to PA (p = .012) during the stop-signal task. These effects, however, disappeared after controlling for medication use at follow-up. Interestingly, teacher reports showed less inattention and hyperactivity/impulsivity at follow-up for NFB than PA (p = .004–.010), even after controlling for medication use (p = .013–.036). Our findings indicate that the superior results previously found for parent reports and neurocognitive outcome measures obtained with MPH compared to NFB and PA post intervention became smaller or non-significant at follow-up. Teacher reports suggested superior effects of NFB over PA; however, some children had different teachers at follow-up. Therefore, this finding should be interpreted with caution. Clinical trial registration Train your brain and exercise your heart? Advancing the treatment for Attention Deficit Hyperactivity Disorder (ADHD), Ref. no. NCT01363544, https://clinicaltrials.gov/show/NCT01363544.