Functional Near Infrared Spectroscopy (fNIRS) has been proposed as a means to detect mental stress by measuring the concentration change of oxygenated hemoglobin (HbO) and deoxygenated hemoglobin (HbR) on the prefrontal cortex. In this study, simultaneous measurement of EEG-fNIRS on five healthy subjects was performed. We investigated the correlation between the hemodynamic responses and EEG alpha rhythm of mental stress during arithmetic task. The study demonstrated the significance of EEG and fNIRS signals in discriminating mental stress from baseline with p-value of 0.04 and 0.0014 respectively. We confirm that there is a correlation between EEG Alpha rhythm and concentration change of oxygenated hemoglobin with stress task. Using support vector machine (SVM), the detection rate of mental stress is 81, and 95 using fNIRS and EEG respectively. © 2015 IEEE.