Although empathy is an indispensable competence to social adaptation throughout the lifespan, it has been mostly studied with subjective, questionnaire-based measures in the context of healthy aging. Electroencephalography (EEG) provides an objective measure to investigate underlying neurophysiological processes related to empathy through mu rhythm. The current study used empathy-related mu rhythm during the observation of emotional facial expressions (EFE) in addition to the Empathy Quotient questionnaire in order to explore age-related changes of empathy across sexes. A total of 65 participants, including 33 young adults and 32 seniors, took part in this study. They were instructed to observe as well as to try experiencing emotional facial expressions (joy, fear, neutral) depicted on short video clips during which continuous EEG was recorded. They also completed the Empathy Quotient (EQ) questionnaire. Young adults reacted more strongly to emotional EFEs. Seniors perceived themselves as less empathic and exhibited an equivalent neurophysiological response to emotional and neutral stimuli. A significant sex effect in favour of females was found on mu rhythm modulation. Mu rhythm appears to be an age and sex sensitive neurophysiological marker linked to empathy and could therefore serve as an objective measure of empathy.