With the development of information technology, music education in universities is also changing. Traditional music education can not effectively explore the feature of students, resulting in the quality of music education being restricted. The rapid development of Electroencephalogram (EEG) signals has brought a new educational model to music education. Through the extraction of students’ psychological features of music by EEG, psychological features can be identified and different educational programs can be formulated according to the results. Multifeature extraction and combination method can improve the accuracy of EEG feature extraction. Using empirical mode decomposition and wavelet packet decomposition of the two kinds of methods to analyze EEG data, respectively, then the average energy, volatility index, sample entropy, and approximate entropy and multiscale features such as permutation entropy and Hurst index, select features in combination, to classify the feature set after the combination, so as to find out the feature of the performance of the optimal combination. The experimental results show that the feature combination of sample entropy and approximate entropy can better represent the main features of EEG psychological characteristic signals after wavelet packet decomposition, and the recognition accuracy is more than 90%.