E-commerce is becoming increasingly dependent on technologies such as consumer sentiment research at an ever-increasing rate. Its purpose is to recognize and comprehend the feelings and dispositions of customers by analyzing customer language and behavior as expressed in social media, online reviews, and other forms of digital communication. The proliferation of digital technology has resulted in an increase in the number and variety of channels through which customers can communicate their feelings. Gaining a comprehensive understanding of consumer sentiment may be of great use to businesses, as it enables them to better satisfy customer demands, enhance their products and services, improve their brand reputation, and ultimately increase their level of competitiveness. As a result, consumer sentiment research has evolved into a tool that is essential for the decision-making process in e-commerce as well as the management of customer relationships. Within the scope of this discussion, this study uses deep learning models to improve consumer sentiment research precision. The following is the list of the primary contributions that this paper makes. (1) Advancing the use of EEG signals as a basis for a method for analyzing customer feelings. This technique measures brain activity directly, thus avoiding the restrictions and ambiguities that come with relying on verbal expression. (2) The purpose of this study is to improve the overall performance of the model for analyzing sentiment by incorporating an attention mechanism into the ResNeXt model. This attention mechanism is intended to augment the model’s capacity to extract subtle characteristics. (3) The results of the experiments show that the strategy described in this study is effective in improving EEG-based sentiment analysis performance. When compared to standard text-based sentiment analysis approaches, this sentiment analysis model demonstrates greater objectivity, real-time capabilities, and multidimensionality when applied to consumer sentiment analysis in e-commerce.