Different functional connectivities in the brain, specifically in the frontoparietal and motor cortex–sensorimotor circuits, have been associated with superior performance in athletes. However, previous electroencephalogram (EEG) studies have only focused on the frontoparietal circuit and have not provided a comprehensive understanding of the cognitive–motor processes underlying superior performance. We used EEG coherence analysis to examine the motor cortex–sensorimotor circuit in golfers of different skill levels. Twenty experts, 18 amateurs, and 21 novices performed 60 putts at individual putting distances (40–60% success rate). The imaginary inter-site phase coherence (imISPC) was used to compute 8–13 Hz coherence that can be used to distinguish expert-novice and expert-amateur differences during motor preparation. We assessed the 8–13 Hz imISPC between the Cz and F3, F4, C3, C4, T3, T4, P3, P4, O1, and O2 regions. (1) Amateurs had lower 8–13 Hz imISPC in the central regions (Cz–C3 and C4) than novices and experts, but experts had lower 8–13 Hz imISPC than novices. (2) Skilled golfers (experts and amateurs) had lower 8–13 Hz imISPC in the central–parietal regions (Cz–P3 and P4) than novices. (3) Experts had lower 8–13 Hz imISPC in the central–left temporal regions (Cz–T7) than amateurs and novices. Our study revealed that refinement of the motor cortex–sensorimotor circuit follows a U-shaped coherence pattern based on the stage of learning. The early learning stage (i.e., novice to amateur) is characterized by lower connectivity between the regions associated with motor control and visuospatial processes, whereas the late learning stage (i.e., amateur to expert) is characterized by lower connectivity in the regions associated with verbal-analytic and motor control processes.