This paper presents a novel method based on deterministic annealing to circumvent the problem of the sensitivity to atypical observations associated with the maximum likelihood (ML) estimator via conventional EM algorithm for mixture models. In order to learn the mixture models in a robust way, the parameters of mixture model are estimated by trimmed likelihood estimator (TLE), and the learning process is controlled by temperature based on the principle of maximum entropy. Moreover, we apply the proposed method to the single-trial electroencephalography (EEG) classification task. The motivation of this work is to eliminate the negative effects of artifacts in EEG data, which usually exist in real-life environments, and the experimental results demonstrate that the proposed method can successfully detect the outliers and therefore achieve more reliable result.