Musical training has been associated with enhanced auditory processing, including superior preattentive sound discrimination. However, the neural mechanisms underlying these enhancements remain unclear. This study used electroencephalography (EEG) and functional magnetic resonance imaging (fMRI) to investigate auditory deviance detection in musically trained and untrained 16–20-year-old participants. They listened to a sequence of major chord standards interspersed with minor chord deviants while watching a movie without sound in two separate sessions, once during EEG recording and once during fMRI. As expected, musically trained participants exhibited larger mismatch negativity (MMN) and P3a amplitudes, indicating enhanced neural discrimination and attentional engagement with harmonic deviations. Surprisingly, fMRI revealed that the Control group showed greater activity in Heschl's gyrus for deviant versus standard chords. This indicates that the enhanced EEG responses in the Music group were accompanied by reduced hemodynamic activity in primary auditory areas. These findings highlight the value of multimodal approaches in studying neural differences between musically trained and untrained individuals and suggest that electrophysiological and hemodynamic measures capture distinct aspects of these differences.