In this paper, a closed-loop control has been developed for the exoskeleton robot system based on brain-machine interface (BMI). Adaptive controllers in joint space, a redundancy resolution method at the velocity level, and commands that generated from BMI in task space have been integrated effectively to make the robot perform manipulation tasks controlled by human operator's electroencephalogram. By extracting the features from neural activity, the proposed intention decoding algorithm can generate the commands to control the exoskeleton robot. To achieve optimal motion, a redundancy resolution at the velocity level has been implemented through neural dynamics optimization. Considering human-robot interaction force as well as coupled dynamics during the exoskeleton operation, an adaptive controller with redundancy resolution has been designed to drive the exoskeleton tracking the planned trajectory in human brain and to offer a convenient method of dynamics compensation with minimal knowledge of the dynamics parameters of the exoskeleton robot. Extensive experiments which employed a few subjects have been carried out. In the experiments, subjects successfully fulfilled the given manipulation tasks with convergence of tracking errors, which verified that the proposed brain-controlled exoskeleton robot system is effective.