Shoulder support exoskeletons have shown ergonomic potential in alleviating fatigue and injury risk during overhead tasks in the manufacturing sector. However, there are limited studies on adapting the device for overhead construction tasks. The use of a shoulder support exoskeleton for overhead construction tasks could trigger unintended consequences such as increased cognitive workload. This study assessed the cognitive load associated with using shoulder support exoskeleton for overhead construction tasks. Participants were engaged in a bending subtask and simulated overhead painting tasks involving upper-level and ceiling-level painting with and without an exoskeleton. The participants’ brain activity was captured using Electroencephalogram wearable sensors. Statistical tools of mean score, t-test, and analysis of variance test were used to analyze the alpha band of the Electroencephalogram signals for the subtasks in the two experimental conditions. The study revealed lower power spectral density during the exoskeleton conditions during the bending and upper-level painting subtasks depicting high cognitive demand. The high cognitive load was most noticeable in the frontal lobe’s F3, FP2, FC6, and F8 channels and the temporal lobe’s T7 and T8 channels across these two subtasks. The frontal lobe’s F3, FP2, FP1, and F8 channels exhibited the highest sensitivity in cognitive load assessment of the shoulder support exoskeleton. These findings provide insights into the cognitive demand associated with shoulder support exoskeleton usage in overhead construction tasks. This motivates investigations into strategies for minimizing cognitive load while reducing shoulder injuries.