Four experiments are reported in which two harmonic tones (CS+ and CS−) were paired with a participant’s own name (SON) and different names (DN), respectively. A third tone was not paired with any other stimulus and served as a standard (frequent stimulus) in a three-stimuli oddball paradigm. The larger posterior positivity (P3) to SON than DN, found in previous studies, was replicated in all experiments. Conditioning of the P3 response was albeit observed in two similar experiments (1 and 3), but the obtained effects were weak and not identical in the two experiments. Only Experiment 4, where the number of CS/UCS pairings and the Stimulus-Onset Asynchrony between CS and UCS were increased, showed clear CS+/CS− differences both in time and time–frequency domains. Surprisingly, differential responses to CS+ and CS− were also obtained in Experiment 2, although SON and DN in that experiment were masked and never consciously recognized as meaningful words (recognition rate 0/63 participants). The results are discussed in the context of other ERP conditioning experiments and, particularly, the studies of non-conscious effect on ERP. Several further experiments are suggested to replicate and extend the present findings and to remove the remaining methodological limitations.