Humans are extremely good at detecting anomalies in sensory input. For example, while listening to a piece of Western-style music, an anomalous key change or an out-of-key pitch is readily apparent, even to the non-musician. In this paper we investigate differences between musical experts and non-experts during musical anomaly detection. Specifically, we analyzed the electroencephalograms (EEG) of five expert cello players and five non-musicians while they listened to excerpts of J.S. Bach’s Prelude from Cello Suite No. 1. All subjects were familiar with the piece, though experts also had extensive experience playing the piece. Subjects were told that anomalous musical events (AMEs) could occur at random within the excerpts of the piece and were told to report the number of AMEs after each excerpt. Furthermore, subjects were instructed to remain still while listening to the excerpts and their lack of movement was verified via visual and EEG monitoring. Experts had significantly better behavioral performance (i.e. correctly reporting AME counts) than non-experts, though both groups had mean accuracies greater than 80%. These group differences were also reflected in the EEG correlates of key-change detection post-stimulus, with experts showing more significant, greater magnitude, longer periods of, and earlier peaks in condition-discriminating EEG activity than novices. Using the timing of the maximum discriminating neural correlates, we performed source reconstruction and compared significant differences between cellists and non-musicians. We found significant differences that included a slightly right lateralized motor and frontal source distribution. The right lateralized motor activation is consistent with the cortical representation of the left hand – i.e. the hand a cellist would use, while playing, to generate the anomalous key-changes. In general, these results suggest that sensory anomalies detected by experts may in fact be partially a result of an embodied cognition, with a model of the action for generating the anomaly playing a role in its detection.