As complementary medicine gets more much attention, more and more studies on musical therapy were have been done in recent years. In this study, we used a real time monitoring system to study the effect of different types of music (techno and classical) on EEG with 40 volunteers. When a volunteer was listening to music, then the δ, θ, α and β brain waves of the volunteers were recorded and analyzed with wavelet transformation. We found that when the volunteers were listening to classical music, α wave would be enhanced, and when they were listening to techno music, α wave would be suppressed. Besides, the techno music excited the volunteers and made them feel tense (β wave enhanced), then they were more awakened (θ wave descent).