Functional connectivity (FC) is an important indicator of the brain’s state in different conditions, such as rest/task or health/pathology. Here we used high-density electroencephalography coupled to source reconstruction to assess frequency-specific changes of FC during resting state. Specifically, we computed the Small-World Propensity (SWP) index to characterize network small-world architecture across frequencies. Methods: We collected resting state data from healthy participants and built connectivity matrices maintaining the heterogeneity of connection strengths. For a subsample of participants, we also investigated whether the SWP captured FC changes after the execution of a working memory (WM) task. Results: We found that SWP demonstrated a selective increase in the alpha and low beta bands. Moreover, SWP was modulated by a cognitive task and showed increased values in the bands entrained by the WM task. Conclusions: SWP is a valid metric to characterize the frequency-specific behavior of resting state networks.