This study compared the electroencephalography (EEG) activity of leaders who moved their hands and followers who followed the leader’s movements. Such interaction is common in hyperscanning studies, but the influence of the leader and follower roles on EEG activity has scarcely been investigated. The log band power (LBP) and relative power level (RPL) were compared in theta and alpha bands. As a result, we found that LBP and RPL were higher in the theta band for the follower, which could be related to a greater cognitive load for the follower. The alpha band presented opposite patterns in LBP and RPL. LBP was higher in alpha for the follower, whereas the RPL was lower. RPL indicates that the alpha power among different bands is lower for the follower, which can be related to attentional suppression in alpha, although the absolute power is higher in the follower. This study indicates that different cognitive workloads are involved depending on the role of the interaction.