Significance: Prefrontal cortex (PFC) hemodynamics are regulated by numerous underlying neurophysiological components over multiple temporal scales. The pattern of output signals, such as functional near-infrared spectroscopy fluctuations (i.e., fNIRS), is thus complex. We demonstrate first-of-its-kind evidence that this fNIRS complexity is a marker that captures the influence of endurance capacity and the effects of hydrogen gas (H2) on PFC regulation. Aim: We aim to explore the effects of different physical loads of exercise as well as the intaking of hydrogen gas on the fNIRS complexity of the PFC. Approach: Twenty-four healthy young men completed endurance cycling exercise from 0 (i.e., baseline) to 100% of their physical loads after intaking 20 min of either H2 or placebo gas (i.e., control) on each of two separate visits. The fNIRS measuring the PFC hemodynamics and heart rate (HR) was continuously recorded throughout the exercise. The fNIRS complexity was quantified using multiscale entropy. Results: The fNIRS complexity was significantly greater in the conditions from 25% to 100% of the physical load (p textless0.0005) compared with the baseline and after intaking H2 before exercise; this increase of fNIRS complexity was significantly greater compared with the control (p = 0.001 ∼ 0.01). At the baseline, participants with a greater fNIRS complexity had a lower HR (β= −0.35 ∼ −0.33, p = 0.008 ∼ 0.02). Those with a greater increase of complexity had a lower increase of the HR (β = −0.30 ∼ −0.28, p = 0.001 ∼ 0.002) during exercise. Conclusions: These observations suggest that fNIRS complexity would be a marker that captures the adaptive capacity of PFC to endurance exercise and to the effects of interventions on PFC hemodynamics.