Coordinative challenging exercises in changing environments referred to as open-skill exercises seem to be beneficial on cognitive function. Although electroencephalographic research allows to investigate changes in cortical processing during movement, information about cortical dynamics during open-skill exercise is lacking. Therefore, the present study examines frontal brain activation during table tennis as an open-skill exercise compared to cycling exercise and a cognitive task. 21 healthy young adults conducted three blocks of table tennis, cycling and n-back task. Throughout the experiment, cortical activity was measured using 64-channel EEG system connected to a wireless amplifier. Cortical activity was analyzed calculating theta power (4–7.5 Hz) in frontocentral clusters revealed from independent component analysis. Repeated measures ANOVA was used to identify within subject differences between conditions (table tennis, cycling, n-back; p < .05). ANOVA revealed main-effects of condition on theta power in frontal (p < .01, ηp2 = 0.35) and frontocentral (p < .01, ηp2 = 0.39) brain areas. Post-hoc tests revealed increased theta power in table tennis compared to cycling in frontal brain areas (p < .05, d = 1.42). In frontocentral brain areas, theta power was significant higher in table tennis compared to cycling (p < .01, d = 1.03) and table tennis compared to the cognitive task (p < .01, d = 1.06). Increases in theta power during continuous table tennis may reflect the increased demands in perception and processing of environmental stimuli during open-skill exercise. This study provides important insights that support the beneficial effect of open-skill exercise on brain function and suggest that using open-skill exercise may serve as an intervention to induce activation of the frontal cortex.