In this study non-linear and linear global electroencephalogram (EEG) changes during a visual working memory task were studied using a separate analysis of theta, lower alpha and upper alpha band filtered data. EEGs were recorded in 21 healthy subjects (62.5 year; SD 2.1; 12 females, nine males) during an eyes-closed no-task condition and a working memory condition. Coarse-grained dimension was estimated for both conditions from spatially embedded EEG data filtered in the theta band and both alpha bands. Linear measures of coupling and mean amplitude were also computed. During the working memory condition lower alpha band dimension increased. Linear analysis showed alpha1 band desynchronization. Female subjects had a higher dimension in the theta band as well as more desynchronization in the theta and alpha1 band. Working memory capacity correlated with a lower theta band dimension during the no-task condition in female subjects. The increase in alpha1 band complexity can be interpreted as increased desynchronization corresponding with attentional processes. Higher complexity/desynchronization in females seems to be a more structural phenomenon and may be more intimately related to task performance.