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Recently, deep learning has shown to be effective for Electroencephalography (EEG) decoding tasks. Yet, its performance can be negatively influenced by two key factors: 1) the high variance and different types of corruption that are inherent in the signal, 2) the EEG datasets are usually relatively small given the acquisition cost, annotation cost and amount of effort needed. Data augmentation approaches for alleviation of this problem have been empirically studied, with augmentation operations on spatial domain, time domain or frequency domain handcrafted based on expertise of domain knowledge. In this work, we propose a principled approach to perform dynamic evolution on the data for improvement of decoding robustness. The approach is based on distributionally robust optimization and achieves robustness by optimizing on a family of evolved data distributions instead of the single training data distribution. We derived a general data evolution framework based on Wasserstein gradient flow (WGF) and provides two different forms of evolution within the framework. Intuitively, the evolution process helps the EEG decoder to learn more robust and diverse features. It is worth mentioning that the proposed approach can be readily integrated with other data augmentation approaches for further improvements. We performed extensive experiments on the proposed approach and tested its performance on different types of corrupted EEG signals. The model significantly outperforms competitive baselines on challenging decoding scenarios.