Recently, interest has been growing to understand the underlying dynamic directional relationship between simultaneously activated regions of the brain during motor task performance. Such directionality analysis (or effective connectivity analysis), based on non-invasive electrophysiological (electroencephalography—EEG) and hemodynamic (functional near infrared spectroscopy—fNIRS; and functional magnetic resonance imaging—fMRI) neuroimaging modalities can provide an estimate of the motor task-related information flow from one brain region to another. Since EEG, fNIRS and fMRI modalities achieve different spatial and temporal resolutions of motor-task related activation in the brain, the aim of this study was to determine the effective connectivity of cortico-cortical sensorimotor networks during finger movement tasks measured by each neuroimaging modality. Nine healthy subjects performed right hand finger movement tasks of different complexity (simple finger tapping-FT, simple finger sequence-SFS, and complex finger sequence-CFS). We focused our observations on three cortical regions of interest (ROIs), namely the contralateral sensorimotor cortex (SMC), the contralateral premotor cortex (PMC) and the contralateral dorsolateral prefrontal cortex (DLPFC). We estimated the effective connectivity between these ROIs using conditional Granger causality (GC) analysis determined from the time series signals measured by fMRI (blood oxygenation level-dependent-BOLD), fNIRS (oxygenated-O2Hb and deoxygenated-HHb hemoglobin), and EEG (scalp and source level analysis) neuroimaging modalities. The effective connectivity analysis showed significant bi-directional information flow between the SMC, PMC, and DLPFC as determined by the EEG (scalp and source), fMRI (BOLD) and fNIRS (O2Hb and HHb) modalities for all three motor tasks. However the source level EEG GC values were significantly greater than the other modalities. In addition, only the source level EEG showed a significantly greater forward than backward information flow between the ROIs. This simultaneous fMRI, fNIRS and EEG study has shown through independent GC analysis of the respective time series that a bi-directional effective connectivity occurs within a cortico-cortical sensorimotor network (SMC, PMC and DLPFC) during finger movement tasks.