Mindfulness is defined as nonjudgmental attention to experiences in the present moment. Frontal EEG asymmetry can be considered as a biological indicator of affective style. Up to date, most studies examined how mindfulness training influenced frontal EEG asymmetry at resting baseline; however, few studies investigated how mindfulness training influenced frontal EEG asymmetry during emotional challenge. The present study examined simultaneously how mindfulness training influenced frontal EEG asymmetries at resting baseline and during emotional challenge in non-clinical population. In order to test the effect of mindfulness training, the present study tested the mindfulness-based cognitive therapy (MBCT) group (n = 16) and the waitlist control (WC) group (n = 20) at baseline, 4 weeks, and 8 weeks. A testing phase (baseline, 4 weeks, and 8 weeks) × time point (the first sad film phase, relaxation phase, the second sad film phase, and the meditation intervention phase) × group (MBCT and WC), ANOVA was conducted for the tasking EEG data. The results showed that there was significant testing phase × group interactive effect for frontal EEG asymmetry during emotional challenge. Further analysis showed that frontal EEG asymmetry scores at 8 weeks were lower than at baseline and 4 weeks for the MBCT group but not significant differences for the WC group. However, mindfulness training did not influence frontal EEG asymmetry at resting baseline. Therefore, it is concluded that 8 weeks of mindfulness training can enhance left frontal EEG asymmetry during emotional challenge. These results indicated that frontal EEG asymmetry during emotional challenge may be an index of affective style.