This study aimed to propose an adapted feedback using a psychological learning technique based on Skinner’s shaping method to help the users to modulate two cognitive tasks (right-hand motor imagination and relaxed state) and improve better control in a Brain-Computer Interface. In the first experiment, a comparative study between performance in standard feedback (N = 9) and shaping method (N = 10) was conducted. The NASA Task Load Index questionnaire was applied to measure the user’s workload. In the second experiment, a single case study was performed (N = 5) to verify the continuous learning by the shaping method. The first experiment showed significant interaction effect between sessions and group (F(1, 17) = 5.565; p = .031) which the shaping paradigm was applied. A second interaction effect demonstrates a higher performance increase in the relax state task with shaping procedure (F(1, 17) = 5. 038; p = .038). In NASA-TXL an interaction effect was obtained between the group and the cognitive task in Mental Demand (F(1, 17) = 6, 809; p = .018), Performance (F(1, 17) = 5, 725; p = .029), and Frustration (F(1, 17) = 9, 735; p = .006), no significance was found in Effort. In the second experiment, a trial-by-trial analysis shows an ascendant trend learning curve for the cognitive task with the lowest initial acquisition (relax state). The results suggest the effectiveness of the shaping procedure to modulate brain rhythms, improving mainly the cognitive task with greater initial difficulty and provide better interaction perception.