Data for Project 'Feasibility, Usability and Acceptance of a Newly Developed Exergame-Based Training Concept for Older Adults with Mild Neurocognitive Disorder - A Pilot Randomized Controlled Trial' (trial registered at clinicaltrials.gov (NCT04996654; date of registration: 11 July 2021), consisting of: (1) the original and complete data set for all primary outcomes ('Data_Primary-Outcomes_Brain-IT-Pilot-Feasibility-RCT_for-publication.xlsx'); (2) the original and complete data set for all secondary outcomes ('Data_Secondary-Outcomes_Brain-IT-Pilot-Feasibility-RCT_for-publication.xlsx'); (3) the original and complete data set for all other outcomes (i.e. baseline factors (demographic data, type of usual care interventions) and training heart rate; 'Data_Other-Outcomes_Brain-IT-Pilot-Feasibility-RCT_for-publication.xlsx'); (4) folder including the raw and processed heart rate variability (HRV) and electroencephalography (EEG) data for all participants and measurements (HRV-and-EEG_raw-and-processed-data.zip); (5) a corresponding README file including (a) general information, (b) data and file overview, (c) sharing and access information, (d) methodological information, and (e) data-specific information.