When two coherent sounds with nearly similar frequencies are presented to each ear respectively with stereo headphones, the brain integrates the two signals and produces a sensation of a third sound called binaural beat (BB). Although earlier studies showed that BB could influence behavior and cognition, common agreement on the mechanism of BB has not been reached yet. In this work, we employed Relative Power (RP), Phase Locking Value (PLV) and Cross-Mutual Information (CMI) to track EEG changes during BB stimulations. EEG signals were acquired from 13 healthy subjects. Five-minute BBs with four different frequencies were tested: delta band (1Hz), theta band (5Hz), alpha band (10Hz) and beta band (20Hz). We observed RP increase in theta and alpha bands and decrease in beta band during delta and alpha BB stimulations. RP decreased in beta band during theta BB, while RP decreased in theta band during beta BB. However, no clear brainwave entrainment effect was identified. Connectivity changes were detected following the variation of RP during BB stimulations. Our observation supports the hypothesis that BBs could affect functional brain connectivity, suggesting that the mechanism of BB-brain interaction is worth further study.