Early detection of mental stress is particularly important in prolonged space missions. In this study, we propose utilizing electroencephalography (EEG) with multiple machine learning models to detect elevated stress levels during a 240-day confinement. We quantified the levels of stress using alpha amylase levels, reaction time (RT) to stimuli, accuracy of target detection, and functional connectivity of EEG estimated by Phase Locking Value (PLV). Our results show that, alpha amylase level increased every 60-days (with 0.76 correlation) In-mission resulting in four elevated levels of stress. The RT and accuracy of target detection did not show any significant difference with time In-mission. The functional connectivity network showed different patterns between the frontal/occipital with other regions, and parietal to central region. The machine learning classifiers differentiate between four levels of stress with classification accuracy of 91.8%, 91.4%, 90.2%, 87.8, and 81% using linear discriminate analysis (LDA), Support Vector Machine (SVM), k-nearest neighbor (KNN), Naïve bayes (NB) and decision trees (DT). Our results suggest that EEG and machine learning can be used to detect elevated levels of mental stress in isolation and confined environments.