Giving direct, continuous feedback on a brain state is common practice in motor imagery based brain-computer interfaces (BCI), but has not been reported for BCIs based on event-related potentials (ERP), where feedback is only given once after a sequence of stimuli. Potentially, direct feedback could allow the user to adjust his strategy during a running trial to obtain the required response. In order to test the usefulness of such feedback, directionally congruent vibrotactile feedback was given during an online auditory BCI experiment. Users received either no feedback, short feedback pulses or continuous feedback. The feedback conditions showed reduced performance both on a behavioral task and in terms of classification accuracy. Several explanations are discussed that give interesting starting points for further research on this topic.