According to the neural efficiency hypothesis (NEH), professionals have more effective cortical functions in cognitive tasks. This study is focusing on providing a systematic review of sport-related NEH studies with functional neuroimaging or brain stimulation while performing a sport-specific task, with the aim to answer the question: How does long-term specialized training change an athlete's brain and improve efficiency? A total of 28 studies (N = 829, Experimental Group n = 430) from 2001 to 2020 (Median = 2014, SD = 5.43) were analyzed and results were organized into four different sections: expert-novice samples, perceptual-cognitive tasks and neuroimaging technologies, efficiency paradox, and the cluster analysis. Researchers examined a wide range of sport-specific videos and multiple object tracking (MOT) specific to 18 different sports and utilized blood oxygenation-level dependent (BOLD) functional magnetic resonance imaging (fMRI), functional near-infrared spectroscopy (fNIRS), and electroencephalogram (EEG). Expert-novice comparisons were often adopted into investigations about the variations in general about optimal-controlled performance, neurophysiology, and behavioral brain research. Experts tended to perform at faster speeds, more accurate motor behavior, and with greater efficiency than novices. Experts report lower activity levels in the sensory and motor cortex with less energy expenditure, experts will possibly be more productive. These findings generally supported the NEH across the studies reviewed. However, an efficiency paradox and proficient brain functioning were revealed as the complementary hypothesis of the NEH. The discussion concentrates on strengths and key limitations. The conclusion highlights additional concerns and recommendations for prospective researchers aiming to investigate a broader range of populations and sports.