The appreciation of music is a universal trait of humankind.1,2,3 Evidence supporting this notion includes the ubiquity of music across cultures4,5,6,7 and the natural predisposition toward music that humans display early in development.8,9,10 Are we musical animals because of species-specific predispositions? This question cannot be answered by relying on cross-cultural or developmental studies alone, as these cannot rule out enculturation.11 Instead, it calls for cross-species experiments testing whether homologous neural mechanisms underlying music perception are present in non-human primates. We present music to two rhesus monkeys, reared without musical exposure, while recording electroencephalography (EEG) and pupillometry. Monkeys exhibit higher engagement and neural encoding of expectations based on the previously seeded musical context when passively listening to real music as opposed to shuffled controls. We then compare human and monkey neural responses to the same stimuli and find a species-dependent contribution of two fundamental musical features—pitch and timing12—in generating expectations: while timing- and pitch-based expectations13 are similarly weighted in humans, monkeys rely on timing rather than pitch. Together, these results shed light on the phylogeny of music perception. They highlight monkeys’ capacity for processing temporal structures beyond plain acoustic processing, and they identify a species-dependent contribution of time- and pitch-related features to the neural encoding of musical expectations.