Hand movement (both physical and imaginary) is linked to the motor cortex region of human brain. This paper aims to compare the left–right hand movement classification performance of different classifiers with respect to different feature extraction techniques. We have deployed four types of feature extraction techniques—wavelet-based energy–entropy, wavelet-based root mean square, power spectral density-based average power, and power spectral density-based band power. Elliptic bandpass filters are used to discard noise and to extract alpha and beta rhythm which corresponds to limb movement. The classifiers used are Bayesian logistic regression, naive Bayes, logistic, variants of support vector machine, and variants of multilayered perceptron. Classifier performance is evaluated using area under ROC curve, recall, precision, and accuracy.