Why do we like the music we do? Research has shown that musical preferences and personality are linked, yet little is known about other influences on preferences such as cognitive styles. To address this gap, we investigated how individual differences in musical preferences are explained by the empathizing-systemizing (E-S) theory. Study 1 examined the links between empathy and musical preferences across four samples. By reporting their preferential reactions to musical stimuli, samples 1 and 2 (Ns = 2,178 and 891) indicated their preferences for music from 26 different genres, and samples 3 and 4 (Ns = 747 and 320) indicated their preferences for music from only a single genre (rock or jazz). Results across samples showed that empathy levels are linked to preferences even within genres and account for significant proportions of variance in preferences over and above personality traits for various music-preference dimensions. Study 2 (N = 353) replicated and extended these findings by investigating how musical preferences are differentiated by E-S cognitive styles (i.e., ‘brain types’). Those who are type E (bias towards empathizing) preferred music on the Mellow dimension (R&B/soul, adult contemporary, soft rock genres) compared to type S (bias towards systemizing) who preferred music on the Intense dimension (punk, heavy metal, and hard rock). Analyses of fine-grained psychological and sonic attributes in the music revealed that type E individuals preferred music that featured low arousal (gentle, warm, and sensual attributes), negative valence (depressing and sad), and emotional depth (poetic, relaxing, and thoughtful), while type S preferred music that featured high arousal (strong, tense, and thrilling), and aspects of positive valence (animated) and cerebral depth (complexity). The application of these findings for clinicians, interventions, and those on the autism spectrum (largely type S or extreme type S) are discussed.