The brain–computer interface (BCI) is a promising technology where a user controls a robot or computer by thinking with no movement. There are several underlying principles to implement BCI, such as sensorimotor rhythms, P300, steady-state visually evoked potentials, and directional tuning. Generally, different principles are applied to BCI depending on the application, because strengths and weaknesses vary according to each BCI method. Therefore, BCI should be able to predict a user state to apply suitable principles to the system. This study measured electroencephalography signals in four states (resting, speech imagery, leg-motor imagery, and hand-motor imagery) from 10 healthy subjects. Mutual information from 64 channels was calculated as brain connectivity. We used a convolutional neural network to predict a user state, where brain connectivity was the network input. We applied five-fold cross-validation to evaluate the proposed method. Mean accuracy for user state classification was 88.25 ± 2.34%. This implies that the system can change the BCI principle using brain connectivity. Thus, a BCI user can control various applications according to their intentions.