The aim of this study was to examine EEG coherence before, during, and after time to exhaustion (TTE) trials in an endurance cycling task, as well as the effect of effort level and attentional focus (i.e., functional external, functional internal, and dysfunctional internal associative strategies−leading to Type 1, Type 2, and Type 3 performances) on brain functional connectivity. Eleven college-aged participants performed the TTE test on a cycle-ergometer with simultaneous EEG and rate of perceived exertion (RPE) monitoring. EEG data from 32 electrodes were divided into five effort level periods based on RPE values (Baseline, RPE 0-4, RPE 5-8, RPE 9-MAX, and Recovery). Within subjects RM-ANOVA was conducted to examine time to task completion across Type 1, Type 2, and Type 3 performance trials. RM-ANOVA (3 performance types × 5 effort levels) was also performed to compare the EEG coherence matrices in the alpha and beta bands for 13 pairs of electrodes (F3-F4, F3-P3, F4-P4, T7-T8, T7-P3, C3-C4, C3-P3, C4-P4, T8-P4, P3-P4, P3-O1, P4-O2, O2-O1). Significant differences were observed on TTE performance outcomes between Type 1 and Type 3, and between Type 2 and Type 3 performance states (p < 0.05), whereas Type 1 and Type 2 performance states did not differ. No significant main effects were observed on performance type (p > 0.05) for all frequency bands in any pair of electrodes of the coherence matrices. Higher EEG coherence values were observed at rest (Baseline) than during cycling (RPE 0–4, 5–8, 9–MAX) for all pairs of electrodes and EEG frequency bands irrespective of the type of performance (main effect of effort, p < 0.05). Interestingly, we observed a performance × effort interaction in C3–C4 in beta 3 band [F(4, 77) = 2.62, p = 0.038] during RPE 9-MAX for Type 3 performance as compared to Type 1 and Type 2 performances. These findings may have practical implications in the development of performance optimization strategies in cycling, as we found that focusing attention on a core component of the action could stimulate functional connectivity among specific brain areas and lead to enhanced performance