Introduction: As a direct bridge between the brain and the outer world, brain-computer interface (BCI) is expected to replace, restore, enhance, supplement, or improve the natural output of brain. The prospect of BCI serving humans is very broad. However, the extensive applications of BCI have not been fully achieved. One of reasons is that the cost of calibration reduces the convenience and usability of BCI. Methods: In this study, we proposed a calibration-free approach, which is based on the ideas of reinforcement learning and transfer learning, for P300-based BCI. This approach, composed of two algorithms: P300 linear upper confidence bound (PLUCB) and transferred PLUCB (TPLUCB), is able to learn during the usage by exploration and exploitation and allows P300-based BCI