Cognitive training can improve specific abilities, yet little is known about how trainees adapt their visual strategies and how such adaptations relate to behavior and brain function. We followed 20 university students through a fixed, 10-session virtual reality (VR) multitasking training (one session per day, 30 minutes each) that combined a continuous target-tracking task (TTT) with an event-driven color-discrimination task (CDT). Eye movements were recorded on every session and EEG was collected pre- and post-test. Clustering of daily fixation counts across three key areas of interest uncovered three distinct gaze strategies: target-focused, distributed, and color-cue-focused that utilized peripheral vision. Strategy transitions displayed a systematic shift from distributed sampling to color-cue-focused strategy as training progressed. Behaviorally, TTT performance plateaued early, whereas improvement in CDT and the corresponding reduction in multitasking cost depended on strategy adoption, with the color-cue-focused strategy yielding the fastest reactions and highest CDT levels, while preserving high TTT levels. Neurally, the color-cue-focused group showed increased frontal-parietal theta synchrony and alpha power, whereas the target-focused group exhibited enlarged parietal P3 amplitudes and midline theta enhancement. Notably, both parietal P3 and frontal theta increases strongly correlated with CDT improvement, accounting for nearly half of the variance across participants. Our results suggest that adopting a stable visual strategy, particularly a peripheral (color-cue-focused) one, promotes resource-efficient gaze control and distinct performance-relevant neural adaptation. This points to a potential method for accelerating skill acquisition by guiding trainees towards optimal strategies and reinforcing corresponding theta/alpha-P3 signatures with real-time feedback.