Brain dynamics is at the basis of top performance accomplishment in sports. The search for neural biomarkers of performance remains a challenge in movement science and sport psychology. The non-invasive nature of high-density electroencephalography (EEG) recording has made it a most promising avenue for providing quantitative feedback to practitioners and coaches. Here, we review the current relevance of the main types of EEG oscillations in order to trace a perspective for future practical applications of EEG and event-related potentials (ERP) in sport. In this context, the hypotheses of unified brain rhythms and continuity between wake and sleep states should provide a functional template for EEG biomarkers in sport. The oscillations in the thalamo-cortical and hippocampal circuitry including the physiology of the place cells and the grid cells provide a frame of reference for the analysis of delta, theta, beta, alpha (incl.mu), and gamma oscillations recorded in the space field of human performance. Based on recent neuronal models facilitating the distinction between the different dynamic regimes (selective gating and binding) in these different oscillations we suggest an integrated approach articulating together the classical biomechanical factors (3D movements and EMG) and the high-density EEG and ERP signals to allow finer mathematical analysis to optimize sport performance, such as microstates, coherency/directionality analysis and neural generators.