Cognitive workload (CWL) is a mental property emerging from the interaction between the individual’s limited resources and cognitive tasks. Band power analysis by electroencephalography (EEG) has been a privileged method in order to obtain an inexpensive measure (in terms of cost, implementation, and maintenance) of brain activity. Three meta-analyses were conducted to examine the effect of CWL on the three main frequency bands used in the literature: theta (4-8 Hz), alpha (8-12 Hz) and beta (13-30 Hz) bands. A total of 45 effect sizes from 24 studies involving 723 participants were computed. CWL was associated with significant effects on theta (g = 0.68, CI [0.41, 0.95]), alpha (g = -0.25, CI [-0.45, 0.04]) and beta (g = 0.50, CI [0.21, 0.79]) power. Our results suggest that theta, especially the frontal theta, can be the best index of CWL. However, heterogeneity and potential publication bias were present. These results are discussed based on the literature of cerebral oscillations and future research directions are suggested.