The focus of the present article is on the phenomenon of “ethno-hearing” in the context of the search for categories of instrumental research in musical-psychological anthropology. Musical-psychological anthropology as a field of knowledge integrates a complex psychological and cultural methodology for the study of human interaction with created forms and styles of musical art. The series of investigations in the article is based on the methodology of the cross-cultural study of the peculiarities of perception of “native” and “alien” music by groups of Russian and Chinese recipients. All the subjects were student musicians of Moscow universities (N = 53). The procedures, methods and results of the studies of music perception of different ethnic styles are presented: a) using bipolar scales of the emotional content assessment; b) by means of electroencephalographic measurements of the alpha-activity of the brain. It has been shown both in the psychosemantic and EEG study that there are no differences between the groups in the perception of classical music, but there are significant differences between Russian and Chinese musicians in the perception of traditional Russian and Chinese music. It may be concluded that the perception of the emotional context of “native” and “alien” music is associated with the internal picture of a world view formed by national culture and traditions.