Susceptibility of brain activity to the inhalation of different aromas established the idea of inhaling an aroma as an auxiliary factor in neurofeedback training. The present study has focused on investigating the effect of musk incense stick aroma inhalation on various features of EEG signals (power of different frequency bands along with Katz fractal dimension (Katz’s FD), approximate entropy (ApEn) and scaling exponent) and working memory for use in neurofeedback training. To raise this aim, the EEG signals were recorded under eyes-open (EO) and eyes-closed (EC) conditions for 22 healthy subjects before and during the musk incense stick aroma inhalation, followed by performing Wechsler Memory Scale (WMS). The results showed that musk incense stick aroma inhalation under EO condition increased the relative power of delta, theta, sensorimotor rhythm (SMR) and low beta frequency bands along with ApEn and Katz’s FD in most channels, whereas decreased the relative power of alpha, high beta and gamma bands. A decrease was found in the relative power of delta, theta, SMR, low beta, high beta and gamma frequency bands in some channels under EC conditions. ApEn and Katz’s FD values also increased in most channels under EC conditions following musk incense stick aroma inhalation. The scaling exponent also decreased under the same conditions in most channels. However, these changes were not significant in all channels. The WMS score also increased after inhaling aroma, but not significantly. The findings of this research suggest the use of musk incense stick aroma inhalation during neurofeedback training to increase training efficiency.