Alpha-band EEG was used to index how creative mental states relate to the creation of artistic works in skilled musicians. We contrasted differences in frontal upper alpha-band activity between tasks with high and low creativity demands by recording EEGs while skilled musicians listened to, played back, and improvised jazz melodies. Neural responses were compared for skilled musicians with training in musical improvisation versus those who had no formal improvisation training. Consistent with our hypotheses, individuals showed increased frontal upper alpha-band activity during more creative tasks (i.e., improvisation) compared to during less creative tasks (i.e., rote playback). Moreover, this effect was greatest for musicians with formal improvisation training. The strength of this effect also appeared to modulate the quality of these improvisations, as evidenced by significant correlations between upper alpha EEG power and objective post-hoc ratings of individuals’ performances. These findings support a conceptualization of creativity as a distinct mental state and suggest spontaneous processing capacity is better nurtured through formal institutional training than informal.