Neurophysiological signals are crucial intermediaries, through which brain activity can be quantitatively measured and brain mechanisms are able to be revealed. In particular, non-invasive neurophysiological signals, such as electroencephalogram (EEG) and functional magnetic resonance imaging (fMRI), are welcomed and frequently utilised in various studies since these signals can be non-invasively recorded without harming the human brain while they convey abundant information pertaining to brain activity. The recorded neurophysiological signals are analysed to mine meaningful information for the understanding of brain mechanisms or are classified to distinguish different patterns (e.g., different cognitive states, brain diseases versus healthy controls). To date, remarkable progress has been made in both the analysis and classification of neurophysiological signals, but scholars are not feeling complacent. Consistent effort ought to be paid to advance the research of analysis and classification based on neurophysiological signals. In this paper, I express my thoughts regarding promising future directions in neurophysiological signal analysis and classification based on current developments and accomplishments. I will elucidate the thoughts after brief summaries of relevant backgrounds, accomplishments, and tendencies. According to my personal selection and preference, I mainly focus on brain connectivity, multidimensional array (tensor), multi-modality, multiple task classification, deep learning, big data, and naturalistic experiment. Hopefully, my thoughts could give a little help to inspire new ideas and contribute to the research of the analysis and classification of neurophysiological signals in some way.