Human-swarm interaction has recently gained attention due to its plethora of new applications in disaster relief, surveillance, rescue, and exploration. However, if the task difficulty increases, the performance of the human operator decreases, thereby decreasing the overall efficacy of the human-swarm team. Thus, it is critical to identify the task difficulty and adaptively allocate the task to the human operator to maintain optimal performance. In this direction, we study the classification of task difficulty in a human-swarm interaction experiment performing a target search mission. The human may control platoons of unmanned aerial vehicles (UAVs) and unmanned ground vehicles (UGVs) to search a partially observable environment during the target search mission. The mission complexity is increased by introducing adversarial teams that humans may only see when the environment is explored. While the human is completing the mission, their brain activity is recorded using an electroencephalogram (EEG), which is used to classify the task difficulty. We have used two different approaches for classification: A feature-based approach using coherence values as input and a deep learning-based approach using raw EEG as input. Both approaches can classify the task difficulty well above the chance. The results showed the importance of the occipital lobe (O1 and O2) coherence feature with the other brain regions. Moreover, we also study individual differences (expert vs. novice) in the classification results. The analysis revealed that the temporal lobe in experts (T4 and T3) is predominant for task difficulty classification compared with novices.