Brain as a dynamic system responds to stimulations with specific patterns affected by its inherent ongoing dynamics. The patterns are manifested across different levels of organization—from spiking activity of neurons to collective oscillations in local field potential (LFP) and electroencephalogram (EEG). The multilevel and multifaceted response activities show patterns seemingly distinct and non-comparable from each other, but they should be coherently related because they are generated from the same underlying neural dynamic system. A coherent understanding of the interrelationships between different levels/aspects of activity features is important for understanding the complex brain functions. Here, based on analysis of data from human EEG, monkey LFP and neuronal spiking, we demonstrated that the brain response activities from different levels of neural system are highly coherent: the external stimulus simultaneously generated event-related potentials, event-related desynchronization, and variation in neuronal spiking activities that precisely match with each other in the temporal unfolding. Based on a biologically plausible but generic network of conductance-based integrate-and-fire excitatory and inhibitory neurons with dense connections, we showed that the multiple key features can be simultaneously produced at critical dynamical regimes supported by excitation–inhibition (E–I) balance. The elucidation of the inherent coherency of various neural response activities and demonstration of a simple dynamical neural circuit system having the ability to simultaneously produce multiple features suggest the plausibility of understanding high-level brain function and cognition from elementary and generic neuronal dynamics.