No, but it is worth a try and can do no harm.
Agree with allmymarbles. It certainly won't do any harm - but it is expensive. I do know of a few people who swore it really helped their kids.
Two links that I could find that really had good information on it are below.
http://www.healing-arts.org/children/ADHD/biofeedback.htm#return
http://www.sharpbrains.com/blog/2012/01/17/new-review-of-neurofeedback-treatment-for-adhd-current-state-of-the-science/#more-10079
Hope this helps!