Artificial intelligence (AI) driven chatbots provide instant feedback to support learning. Yet, the impacts of different feedback types on behavior and brain activation remain underexplored. We investigated how metacognitive, affective, and neutral feedback from an educational chatbot affected learning outcomes and brain activity using functional near-infrared spectroscopy. Students receiving metacognitive feedback showed higher transfer scores, greater metacognitive sensitivity, and increased brain activation in the frontopolar area and middle temporal gyrus compared to other feedback types. Such activation correlated with metacognitive sensitivity. Students receiving affective feedback showed better retention scores than those receiving neutral feedback, along with higher activation in the supramarginal gyrus. Students receiving neutral feedback exhibited higher activation in the dorsolateral prefrontal cortex than other feedback types. The machine learning model identified key brain regions that predicted transfer scores. These findings underscore the potential of diverse feedback types in enhancing learning via human-chatbot interaction, and provide neurophysiological signatures.