Conveying information effectively while minimizing user distraction is critical to human–computer interaction. As the proliferation of audio–visual communication pushes human information processing capabilities to the limit, researchers are turning their attention to haptic interfaces. Haptic feedback has the potential to create a desirable sense of urgency that allows users to selectively focus on events/tasks or process presented information with minimal distraction or annoyance. There is a growing interest in understanding the neural mechanisms associated with haptic stimulation. In this study, we aim to investigate the EEG correlates associated with the perceived urgency elicited by vibration stimuli on the upper body using a haptic vest. A total of 31 participants enrolled in this experiment and were exposed to three conditions: no vibration pattern (NVP), urgent vibration pattern (UVP), and very urgent vibration pattern (VUVP). Through self-reporting, participants confirmed that the vibration patterns elicited significantly different levels of perceived urgency (Friedman test, Holm–Bonferroni correction, p < 0.01). Furthermore, neural analysis revealed that the power spectral density of the delta, theta, and alpha frequency bands in the middle central area (C1, Cz, and C2) significantly increased for the UVP and VUVP conditions as compared to the NVP condition (One-way ANOVA test, Holm–Bonferroni correction, p < 0.01). While the perceptual experience of haptic-induced urgency is well studied with self-reporting and behavioral evidence, this is the first effort to evaluate the neural correlates to haptic-induced urgency using EEG. Further research is warranted to identify unique correlates to the cognitive processes associated with urgency from sensory feedback correlates.