As a non-invasive optical neuroimaging technique, functional near infrared spectroscopy (fNIRS) is currently used to assess brain dynamics during the performance of complex works and everyday tasks. However, the deep learning approaches to distinguish stress levels based on the changes of hemoglobin concentrations have not yet been extensively investigated. In this paper, we evaluated the efficiencies of advanced methods differentiating the rest and task periods during stroop task experiments. First, we explored that the apparent changes of oxy-hemoglobin (HbO) and deoxy-hemoglobin (HbR) concentrations associated with two mental stages did exist across each participant. Then, a novel discrimination framework was studied. Deep learning approaches, including convolutional neural network (CNN), deep belief networks (DBN), have enabled better classification accuracies of 84.26 ± 9.10% and 65.43 ± 1.59% as our preliminary study.