Previous studies suggest that pre-attentive auditory processing of musicians differs depending on the strategies used in music practicing and performance. This study aimed at systematically revealing whether there are differences in auditory processing between musicians preferring and not-preferring aural strategies such as improvising, playing by ear, and rehearsing by listening to records. Participants were assigned to aural and non-aural groups according to how much they employ aural strategies, as determined by a questionnaire. The change-related mismatch negativity (MMN) component of event-related brain potentials (ERPs) was used to probe pre-attentive neural discrimination of simple sound features and melody-like patterns. Further, the musicians' behavioral accuracy in sound perception was tested with a discrimination task and the AMMA musicality test. The data indicate that practice strategies do not affect musicians' pre-attentive neural discrimination of changes in simple sound features but do modulate the speed of neural discrimination of interval and contour changes within melody-like patterns. Moreover, while the aural and non-aural groups did not differ in their initial neural accuracy for discriminating melody-like patterns, they differed after a focused training session. A correlation between behavioral and neural measures was also obtained. Taken together, these results suggest that auditory processing of musicians who prefer aural practice strategies differs in melodic contour and interval processing and perceptual learning, rather than in simple sound processing, in comparison to musicians preferring other practice strategies.