This study uses mind-control game training to intervene in patients with mild cognitive impairment to improve their cognitive function. In this study, electroencephalogram (EEG) data of 40 participants were collected before and after two training sessions. The continuous complexity of EEG signals was analyzed to assess the status of cognitive function and explore the effect of mind-control game training on the improvement of cognitive function. The results showed that after two training sessions, the continuous complexity of EEG signal of the subject increased (0.012 44 ± 0.000 29, P < 0.05) and amplitude of curve fluctuation decreased gradually, indicating that with increase of training times, the continuous complexity increased significantly, the cognitive function of brain improved significantly and state was stable. The results of this paper may show that mind-control game training can improve the status of the brain cognitive function, which may provide support and help for the future intervention of cognitive dysfunction.