The aim of this paper is to investigate the effect of music stimuli on human brain using electroencephalogram (EEG). The study comprises of two experiments, a short term and a long term experiment referred to as experiment 1 and experiment 2, respectively. Two types of music stimuli; favorite music (preferred music of the subjects) and relaxing music (composed of alpha binaural beats) are used in experiment 1. Experiment 2 is conducted using relaxing music. Assessment of soothing effects of the music on human brain is done by analyzing different features; absolute power in alpha band, approximate entropy, sample entropy, and frontal asymmetry using EEG recordings. The ANOVA measures for the extracted features indicated no significant change in experiment 1. In experiment 2, the features are evaluated for the music listening group and control group separately. From ANOVA results, no significant change is observed in the control group after both conditions (1 ^st week and 2 ^nd week) with respect to the baseline. On the other hand, significant change was observed in the music listening group, for all features investigated; (a) absolute alpha power: condition (baseline and 1 ^st week) F = 4.59, P <; 0.05, condition (baseline and 2 ^nd week) F = 18.87, P <; 0.05 (b) approximate entropy: condition (baseline and 2 ^nd week) F = 30.62, P <; 0.05 (c) sample entropy: condition (baseline and 1 ^st week) F = 4.75, P <; 0.05, condition (baseline and 2 ^nd week) F = 38.37, P <; 0.05. For inter-hemispheric alpha asymmetry index measured from the frontal region of the brain; no significant change is observed in both experiments. Hence, the main contribution of this study is to investigate the EEG dynamics under different music stimuli. The results indicate that relaxing music has better soothing effects as compared to the favorite music. It is also observed that the effect of relaxation is significant when the relaxing music is listened for a longer period of time (2 weeks).