The invention discloses a real-time detection method and system for electroencephalogram state changes. The method comprises the steps of extracting an electroencephalogram feature value; by means of an autoregression model, modeling the extracted electroencephalogram feature value, and calculating the electroencephalogram time sequence abnormal degree through residual analysis; on the basis of random exponential martingale, performing statistical testing on the electroencephalogram time sequence abnormal degree, and then determining the moment when the electroencephalogram state changes.