This work was designed to investigate EEG indices of Internally and Externally Controlled Attention in infancy. EEG was recorded in 15 infants aged 7-8 months under three experimental conditions: (1) visual attention to a new stimulation (Externally Controlled Attention or baseline condition); (2) attention guided by internal cognitive schemata during 'anticipatory' phase of the peek-a-boo game (Internally Controlled Attention); and (3) 'reappearance' phase of the peek-a-boo game when the experimenter talked and smiled to an infant (reappearance). The relative power (RP) in 4-5 single-Hz theta sub-band increased under both phases of the peek-a-boo game. The reactive changes of 4-5 single-Hz RP at prefrontal and frontal leads under the Internally Controlled Attention condition positively correlated with the total time during which an infant was able to maintain ICA. The RP in 5-6 single-Hz theta sub-band significantly increased only under the Internally Controlled Attention condition and did not correlate with the total time of this type of attention. The results support the concept of 'Diffuse Theta-Response System' that is active during expectancy and effortfully focused attention. In contrast to theta, the RP in 6-7, 7-8, and 8-9 single-Hz bands decreased during both phases of the game. The decrease was maximal at precentral leads and most probably reflected blockage of the sensorimotor (mu) rhythm due to higher motility and muscular tension in the game situation. It is concluded that EEG is an adequate vehicle for investigation of brain mechanisms of attention and voluntary control in infants.