The research on neurophysiological correlates of cognitive training transfer to untrained tasks has gained a significant momentum in recent years. Studies show that transfer occurs when trained and transfer tasks share the same processing components and brain topography. Since most studies adopt a pre-post-training design, changes occurring within the training process are poorly understood. Therefore, the aim of this study was to assess qEEG parameters during the resting state and at various training stages. A group of 20 adult participants completed the executive function training, comprised of twenty sessions distributed over ten weeks. We analyzed the changes in qEEG parameters as a function of the training session (measured during the 1st, 7th, 14th, and 20th session). We hypothesized that the training would result in distinct patterns of neural activity linked to changes in attention allocation processes. Specifically, we anticipated an initial increase in activity in the theta spectrum at the beginning of the training, followed by a subsequent decrease towards the last session. Conversely, we expected an opposite pattern of changes in the alpha spectrum. Additionally, we anticipated increased connectivity between selected electrode pairs (F3-P3, F4-P4, Fz-Pz, F3-P4, and F4-P3). The repeated-measures analyses of variance have only partially confirmed our hypotheses. While our pattern of results is not completely in accordance with theoretical expectations, a deeper understanding of temporal dynamics of changes in neural activity underlying cognitive training gains might help in fine-tuning of training contents and duration in the future.