This review presents the most interesting results of electroencephalographic studies on musical perception performed with different analysis techniques. In first place, concepts on intra-musical characteristics such as tonality, rhythm, dissonance or musical syntax, which have been object of further investigation, are introduced. Most of the studies found use listening musical extracts, sequences of notes or chords as an experimental situation, with the participants in a resting situation. There are few works with participants performing or imagining musical performance. The reviewed works have been divided into two groups: a) those that analyze the EEGs recorded in different cortical areas separately using frequency domain techniques: spectral power, phase or time domain EEG procedures such as potentials event related (ERP); b) those that investigate the interdependence between different EEG channels to evaluate the functional connectivity between different cortical areas through different statistical or synchronization indices. Most of the aspects studied in music-brain interaction are those related to musical emotions, syntax of different musical styles, musical expectation, differences between pleasant and unpleasant music and effects of musical familiarity and musical experience. Most of the works try to know the topographic maps of the brain centers, pathways and functions involved in these aspects.