We analyzed the EEG theta rhythm coherence in adult subjects who performed visual object classification task in the condition of uncertainty. The coherence function was estimated for the EEG segment following a feedback signal. It was shown that the functional coupling of cortical areas was stronger in the process of strategy discovering as comparing to the final period when the strategy is already found. The theta-related functional links are characterized by a specific topographical pattern: they converge to the foci located in the polar frontal cortex and reflect the interaction between the latter and the anterior associative cortices of the left hemisphere and occipital areas of both hemispheres. This pattern of functional connectivity may reflect an interaction between limbic structures and the frontal cortex in the process of strategy formation.