Objective To study the characteristics of brain function in different cognitive states.Methods Fifty mild cognitive impairment (MCI) patients admitted to our hospital from August 2012 to August 2014 served as a MCI group and 45 elderly people undergoing physical examination served as a control group in this study.The electroencephalography (EEG) signals of patients were recorded for 5 minutes in cognitive load state with their eyes closed.The Lemple-Zie complexity (LZC) was assayed and analyzed.Results The LZC in different brain regions was significantly higher in control group than in MCI group (P＜0.05).The decreasing amplitude of LZC on leads T3,FP1,FP2,F3,F4,P3,P4 was significantly greater (＞20％) in MCI group than in control group (P＜0.01).No significant difference in LZC was found in rest state and cognitive load state between the two groups (P＞0.05).The LZC was significantly lower and the decreasing amplitude of LZC on leads F7,F8,T3,T4,FP1,FP2,F3,F4,P3 was significantly greater in cognitive load state than in rest state in MCI group (P＞0.05).Conclusion The changing LZC can show the brain function and can thus be used an objective EEG nonlinear detection method of cognitive function.