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Functional Near Infrared Spectroscopy (fNIRS) is a relatively new neuroimaging technique adequate and useful for exploring neural activity in social contexts involving human interactions. Compared to functional Magnetic Resonance Imaging (fMRI), fNIRS is easy-to-use safe, noninvasive, silent, relatively low cost and portable, and applicable to subjects of all ages, thus resulting in a good option for ecological studies involving humans in their real-life context. Moreover, by using hyperscanning technique, fNIRS allows recording the hemodynamic cerebral activity of two interacting subjects in an ecological context or during a shared performance. Thus, moving from a simple analysis about each subject’s neural response during joint actions towards more complex computations makes possible to investigate brain synchrony, that is the if and how one’s brain activity is related to that of another interacting partner simultaneously recorded. Here, we discuss how connectivity analyses, with respect to both time and frequency domain procedures, permitted to deepen some aspects of inter-brain synchrony in relation to emotional closeness, and to highlight how concurrent, cooperative actions can lead to interpersonal synchrony and bond construction.