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Deep learning associated with neurological signals is poised to drive major advancements in diverse fields such as medical diagnostics, neurorehabilitation, and brain-computer interfaces. The challenge in harnessing the full potential of these signals lies in the dependency on extensive, high-quality annotated data, which is often scarce and expensive to acquire, requiring specialized infrastructure and domain expertise. To address the appetite for data in deep learning, we present Neuro-BERT, a self-supervised pre-training framework of neurological signals based on masked autoencoding in the Fourier domain. The intuition behind our approach is simple: frequency and phase distribution of neurological signals can reveal intricate neurological activities. We propose a novel pre-training task dubbed Fourier Inversion Prediction (FIP), which randomly masks out a portion of the input signal and then predicts the missing information using the Fourier inversion theorem. Pre-trained models can be potentially used for various downstream tasks such as sleep stage classification and gesture recognition. Unlike contrastive-based methods, which strongly rely on carefully hand-crafted augmentations and siamese structure, our approach works reasonably well with a simple transformer encoder with no augmentation requirements. By evaluating our method on several benchmark datasets, we show that Neuro-BERT improves downstream neurological-related tasks by a large margin.