Provided is a cognitive impairment diagnosis method including: receiving an electroencephalogram signal of a user by a cognitive impairment diagnosis device; preprocessing the electroencephalogram signal by the cognitive impairment diagnosis device; extracting features, by the cognitive impairment diagnosis device, from the electroencephalogram signal by using a brain connectivity-based analysis method; and outputting cognitive impairment diagnosis information of the user by the cognitive impairment diagnosis device, on the basis of features having a causal relationship with the cognitive impairment diagnosis information, among the extracted features.