Brain computer interface (BCI) technology has been proposed for motor neurorehabilitation, motor replacement and assistive technologies. It is an open question whether proprioceptive feedback affects the regulation of brain oscillations and therefore BCI control. We developed a BCI coupled on-line with a robotic hand exoskeleton for flexing and extending the fingers. 24 healthy participants performed five different tasks of closing and opening the hand: (1) motor imagery of the hand movement without any overt movement and without feedback, (2) motor imagery with movement as online feedback (participants see and feel their hand, with the exoskeleton moving according to their brain signals, (3) passive (the orthosis passively opens and closes the hand without imagery) and (4) active (overt) movement of the hand and rest. Performance was defined as the difference in power of the sensorimotor rhythm during motor task and rest and calculated offline for different tasks. Participants were divided in three groups depending on the feedback receiving during task 2 (the other tasks were the same for all participants). Group 1 (n = 9) received contingent positive feedback (participants' sensorimotor rhythm (SMR) desynchronization was directly linked to hand orthosis movements), group 2 (n = 8) contingent "negative" feedback (participants' sensorimotor rhythm synchronization was directly linked to hand orthosis movements) and group 3 (n = 7) sham feedback (no link between brain oscillations and orthosis movements). We observed that proprioceptive feedback (feeling and seeing hand movements) improved BCI performance significantly. Furthermore, in the contingent positive group only a significant motor learning effect was observed enhancing SMR desynchronization during motor imagery without feedback in time. Furthermore, we observed a significantly stronger SMR desynchronization in the contingent positive group compared to the other groups during active and passive movements. To summarize, we demonstrated that the use of contingent positive proprioceptive feedback BCI enhanced SMR desynchronization during motor tasks.