Patients with Parkinson's disease (PD) may develop cognitive symptoms of impulse control disorders (ICDs) when chronically treated with dopamine agonist (DA) therapy for motor deficits. Motor and cognitive comorbidities critically increase the disability and mortality of the affected patients. This study proposes an electroencephalogram (EEG)-driven machine-learning scenario to automatically assess ICD comorbidity in PD. We employed a classic Go/NoGo task to appraise the capacity of cognitive and motoric inhibition with a low-cost, custom LEGO-like headset to record task-relevant EEG activity. Further, we optimized a support vector machine (SVM) and support vector regression (SVR) pipeline to learn discriminative EEG spectral signatures for the detection of ICD comorbidity and the estimation of ICD severity, respectively. With a dataset of 21 subjects with typical PD, 9 subjects with PD and ICD comorbidity (ICD), and 25 healthy controls (HC), the study results showed that the SVM pipeline differentiated subjects with ICD from subjects with PD with an accuracy of 66.3% and returned an around-chance accuracy of 53.3% for the classification of PD versus HC subjects without the comorbidity concern. Furthermore, the SVR pipeline yielded significantly higher severity scores for the ICD group than for the PD group and resembled the ICD vs. PD distinction according to the clinical questionnaire scores, which was barely replicated by random guessing. Without a commercial, high-precision EEG product, our demonstration may facilitate deploying a wearable computer-aided diagnosis system to assess the risk of DA-triggered cognitive comorbidity in patients with PD in their daily environment.