The traditional approach in neuroscience relies on encoding models where brain responses are related to different stimuli in order to establish dependencies. In decoding tasks, on the contrary, brain responses are used to predict the stimuli, and traditionally, the signals are assumed stationary within trials, which is rarely the case for natural stimuli. We hypothesize that a decoding model assuming each experimental trial as a realization of a random process more likely reflects the statistical properties of the undergoing process compared to the assumption of stationarity. Here, we propose a Coherence-based spectro-spatial filter that allows for reconstructing stimulus features from brain signal's features. The proposed method extracts common patterns between features of the brain signals and the stimuli that produced them. These patterns, originating from different recording electrodes are combined, forming a spatial filter that produces a unified prediction of the presented stimulus. This approach takes into account frequency, phase, and spatial distribution of brain features, hence avoiding the need to predefine specific frequency bands of interest or phase relationships between stimulus and brain responses manually. Furthermore, the model does not require the tuning of hyper-parameters, reducing significantly the computational load attached to it. Using three different cognitive tasks (motor movements, speech perception, and speech production), we show that the proposed method consistently improves stimulus feature predictions in terms of correlation (group averages of 0.74 for motor movements, 0.84 for speech perception, and 0.74 for speech production) in comparison with other methods based on regularized multivariate regression, probabilistic graphical models and artificial neural networks. Furthermore, the model parameters revealed those anatomical regions and spectral components that were discriminant in the different cognitive tasks. This novel method does not only provide a useful tool to address fundamental neuroscience questions, but could also be applied to neuroprosthetics.