This study investigates the neurophysiological effects of transcutaneous electroacupuncture stimulation (TEAS) on brain activity, using advanced machine learning techniques. This work analyzed the electroencephalograms (EEG) of 48 study participants, in order to analyze the brain’s response to different TEAS frequencies (2.5, 10, 80, and sham at 160 pulses per second (pps)) across 48 participants through pre-stimulation, during-stimulation, and post-stimulation phases. Our approach introduced several novel aspects. EEGNet, a convolutional neural network specifically designed for EEG signal processing, was utilized in this work, achieving over 95% classification accuracy in detecting brain responses to various TEAS frequencies. Additionally, the classification accuracies across the pre-stimulation, during-stimulation, and post-stimulation phases remained consistently high (above 92%), indicating that EEGNet effectively captured the different time-based brain responses across different stimulation phases. Saliency maps were applied to identify the most critical EEG electrodes, potentially reducing the number needed without sacrificing accuracy. A phase-based analysis was conducted to capture time-based brain responses throughout different stimulation phases. The robustness of EEGNet was assessed across demographic and clinical factors, including sex, age, and psychological states. Additionally, the responsiveness of different EEG frequency bands to TEAS was investigated. The results demonstrated that EEGNet excels in classifying EEG signals with high accuracy, underscoring its effectiveness in reliably classifying EEG responses to TEAS and enhancing its applicability in clinical and therapeutic settings. Notably, gamma band activity showed the highest sensitivity to TEAS, suggesting significant effects on higher cognitive functions. Saliency mapping revealed that a subset of electrodes (Fp1, Fp2, Fz, F7, F8, T3, T4) could achieve accurate classification, indicating potential for more efficient EEG setups.