This study investigated a reliable and valid method for measuring cognitive load during learning through comparing various types of cognitive load measurements: electroencephalography (EEG), self-reporting, and learning outcome. A total of 43 college-level students underwent watching a documentary delivered in English or in Korean. EEG was measured during watching, and subjective rating load was reported right after watching. Comprehension was tested for learning achievements. The results demonstrated a positive relationship between difficulty rating by self-report and beta frequency via EEG in the T3 area (Pearson r = 0.309, p < 0.05). Difficulty rating and learning performance are correlated negatively and significantly (Pearson r = -0.391, p < 0.01). The results have theoretical implications supporting cognitive load theory in terms of a negative relationship between the difficulty rating and the learning performance. On the practical side, the study contributes to provide the information of validity of cognitive load measurements.