A serious game combines concepts, principles, and methods of game design with information and communication technologies for the achievement of a given goal beyond entertainment. Serious game studies have been reported under a brain–computer interface (BCI) approach, with the specific use of electroencephalographic (EEG) signals. This study presents a review of the technological solutions from existing works related to serious games and EEG signals. A taxonomy is proposed for the classification of the research literature in three different categories according to the experimental strategy for the integration of the game and EEG: (1) evoked signals, (2) spontaneous signals, and (3) hybrid signals. Some details and additional aspects of the studies are also reviewed. The analysis involves factors such as platforms and development languages (serious game), software tools (integration between serious game and EEG signals), and the number of test subjects. The findings indicate that 50% of the identified studies use spontaneous signals as the experimental strategy. Based on the definition, categorization, and state of the art, the main research challenges and future directions for this class of technological solutions are discussed.