We are developing a control system for a mechanical pet, in which the mechanical pet moves in a way that makes the user feel most comfortable as judged by his/her alpha waves. We constructed a real-time control system for customizing the mechanical pet motions according to the user's measured alpha waves. Compared with the ordinary biofeedback system in which the user makes an effort to be relax intentionally by informed the state of his/her alpha waves, our system makes it possible for the user to be relax unintentionally and comfortably by watching his/her favorite motions of mechanical pet controlled by his/her own alpha waves. The motions were selected based on the research results and evaluated by preliminary experiments. The results of experiments for evaluating the constructed system show the system's effectiveness.