Music plays an essential role in human life and can act as an expression to evoke human emotions. The diversity of music makes the listener's experience of music appear diverse. Different music can induce various emotions, and the same theme can also generate other feelings related to the listener's current psychological state. Music emotion recognition (MER) has recently attracted widespread attention in academics and industry. With the development of brain science, MER has been widely used in different fields, e.g., recommendation systems, automatic music composing, psychotherapy, and music visualization. Especially with the rapid development of artificial intelligence, deep learning-based music emotion recognition is gradually becoming mainstream. Besides, electroencephalography (EEG) enables external devices to sense neurophysiological signals in the brain without surgery. This non-invasive brain-computer signal has been used to explore emotions. This paper surveys EEG music emotional analysis, involving the analysis process focused on the music emotion analysis method, e.g., data processing, emotion model, and feature extraction. Then, challenging problems and development trends of EEG-based music emotion recognition is proposed. Finally, the whole paper is summarized.