Humans constantly predict their environment to facilitate mutual interaction. Predictions are connected with emotions as nonfatal penalties and rewards (for incorrect and correct expectancies, respectively) that result in negative and positive emotions. Music is an ideal stimulus to explore the underlying neurophysiological mechanisms of prediction related emotions. Using the high spatial and temporal resolution of stereotactic depth electrodes, we identified activation patterns and examined their distribution in the bilateral Amygdalae and the orbitofrontal cortex (OFC). We used music excerpts with either (a) a deceptive cadence (i.e., an unexpected chord/breach) or (b) a tonic chord inserted instead of a deceptive cadence (regular chord/no breach). These events were followed by a chord progression leading to and ending on the tonic after a breach (c) or (d) on a tonic after no breach. We computed the differences of the analytic amplitudes in the theta band at these time-points (i.e., events a–d) by using t tests. We found a significant difference between the unexpected chord (a) and the expected chord (b) in the analytic amplitude of the theta band in the left amygdala. Further we found a difference between the 2 resolutions (c and d) in the analytic amplitude of the theta band within the OFC. In conclusion, our case study supports the notion that the amygdala and the OFC are important for emotional responses to musical expectancy breaches as well as of their resolution.