Innovative decision-making entails the balance of exploitative and explorative choices, and has been linked to the efficiency of executive functioning, including working-memory and attentional skills, associated with fronto-parietal networks. Based on the notion that such skills can be improved by cognitive training, we assessed whether a cognitive training enhancing basic executive skills might also improve the ability to manage the exploration-exploitation trade-off and its financial consequences, and whether any improvement in training-related performance would be reflected in neurostructural changes within fronto-parietal networks. Eighteen subjects participated in a baseline assessment, a training period and a follow-up measurement, while a matched group of 18 subjects did not undertake the training program. A subgroup of subjects underwent a multimodal MRI study to explore training-related changes in grey-matter volume and white-matter microstructure. After training, increased efficiency of innovative decision-making, related to the improvement of executive control skills, reflected neurostructural changes involving the right fronto-polar cortex and left superior longitudinal fasciculus. The quality of innovative decision-making can be improved by ad-hoc cognitive training procedures focused on executive skills, promoting neurostructural changes in fronto-parietal networks. The manifold implications involve both managerial and rehabilitative settings concerned with the quality of choices in normal and pathological conditions, respectively.