Emotions can be conveyed through a variety of channels in the auditory domain, be it via music, non-linguistic vocalizations, or speech prosody. Moreover, recent studies suggest that expertise in one sound category can impact the processing of emotional sounds in other sound categories as they found that musicians process more efficiently emotional musical and vocal sounds than non-musicians. However, the neural correlates of these modulations, especially their time course, are not very well understood. Consequently, we focused here on how the neural processing of emotional information varies as a function of sound category and expertise of participants. Electroencephalogram (EEG) of 20 non-musicians and 17 musicians was recorded while they listened to vocal (speech and vocalizations) and musical sounds. The amplitude of EEG-oscillatory activity in the theta, alpha, beta, and gamma band was quantified and Independent Component Analysis (ICA) was used to identify underlying components of brain activity in each band. Category differences were found in theta and alpha bands, due to larger responses to music and speech than to vocalizations, and in posterior beta, mainly due to differential processing of speech. In addition, we observed greater activation in frontal theta and alpha for musicians than for non-musicians, as well as an interaction between expertise and emotional content of sounds in frontal alpha. The results reflect musicians' expertise in recognition of emotion-conveying music, which seems to also generalize to emotional expressions conveyed by the human voice, in line with previous accounts of effects of expertise on musical and vocal sounds processing.