Potential sex differences in EEG coherent activity during pleasant and unpleasant musical emotions were investigated. Musical excerpts by Mahler, Bach, and Prodromidès were played to seven men and seven women and their subjective emotions were evaluated in relation to alpha band intracortical coherence. Different brain links in specific frequencies were associated to pleasant and unpleasant emotions. Pleasant emotions (Mahler, Bach) increased upper alpha couplings linking left anterior and posterior regions. Unpleasant emotions (Prodromidès) were sustained by posterior midline coherence exclusively in the right hemisphere in men and bilateral in women. Combined music induced bilateral oscillations among posterior sensory and predominantly left association areas in women. Consistent with their greater positive attributions to music, the coherent network is larger in women, both for musical emotion and for unspecific musical effects. Musical emotion entails specific coupling among cortical regions and involves coherent upper alpha activity between posterior association areas and frontal regions probably mediating emotional and perceptual integration. Linked regions by combined music suggest more working memory contribution in women and attention in men.