Brain Computer Interfaces (BCIs) are systems that are originally developed to assist patients with paralyzed illnesses and they provide commands to the computer with brain activities. In this study, it is aimed to investigate the cognitive work load with objective, easy to apply and interpretable method by using Brain Computer Interface systems. In the pilot study, seventy healthy participants performed six tasks via a BCI system and simultaneously collected participants' pupil sizes, blink rate and galvanic skin resistance (GSR) data. After each task, the participants fills out the NASA-TLX forms while the achievement levels of the participants are determined. By statistically analyzing the collected data, the tendency of cognitive load for different BCI applications of the participants and the most significant changes during tasks are identified.