Several studies in the last 40 years have used electroencephalography (EEG) to recognize patterns of brain electrical activity correlated with emotions evoked by various stimuli. For example, the frontal alpha and theta asymmetry models to distinguish musical emotions and musical pleasure, respectively. Since these studies have used mainly tonal music, in this study, we decided to incorporate both tonal (n = 8) and atonal (n = 8) musical stimuli to observe the subjective and electrophysiological responses associated with valence, arousal, pleasure, and familiarity, from 25 nonmusician Mexican adults (10 females, 15 males; M = 37.8 years old, SD = 15.1). Our results showed that atonal music was perceived as less familiar and pleasurable than tonal music, according to the average subjective ratings. Interestingly, greater right hemispheric activity (alpha suppression) was associated with atonal music listening. Additionally, there was an increase of theta power at the right frontal cortex (F4) correlated with a decrease of pleasure ratings, in line with the frontal theta asymmetry (FTA) model. Finally, according to the model of frontal alpha asymmetry (FAA) to distinguish musical emotions, activation (alpha suppression) of the left frontal cortex (F3) was correlated with greater valence and arousal-that is, joyful music.