A brain-computer interface (BCI) is a system that aims for establishing a non-muscular communication path for subjects who had suffer from a neurodegenerative disease. Many BCI systems make use of the phenomena of event-related synchronization and de-synchronization of brain waves as a main feature for classification of different cognitive tasks. However, the temporal dynamics of the electroencephalographic (EEG) signals contain additional information that can be incorporated into the inference engine in order to improve the performance of the BCIs. This information about the dynamics of the signals have been exploited previously in BCIs by means of generative and discriminative methods. In particular, hidden Markov models (HMMs) have been used in previous works. These methods have the disadvantage that the model parameters such as the number of hidden states and the number of Gaussian mixtures need to be fix "a priori". In this work, we propose a Bayesian nonparametric model for brain signal classification that does not require "a priori" selection of the number of hidden states and the number of Gaussian mixtures of a HMM. The results show that the proposed model outperform other methods based on HMM as well as the winner algorithm of the BCI competition IV.