Objective. Music, being a multifaceted stimulus evolving at multiple timescales, modulates brain function in a manifold way that encompasses not only the distinct stages of auditory perception, but also higher cognitive processes like memory and appraisal. Network theory is apparently a promising approach to describe the functional reorganization of brain oscillatory dynamics during music listening. However, the music induced changes have so far been examined within the functional boundaries of isolated brain rhythms. Approach. Using naturalistic music, we detected the functional segregation patterns associated with different cortical rhythms, as these were reflected in the surface electroencephalography (EEG) measurements. The emerged structure was compared across frequency bands to quantify the interplay among rhythms. It was also contrasted against the structure from the rest and noise listening conditions to reveal the specific components stemming from music listening. Our methodology includes an efficient graph-partitioning algorithm, which is further utilized for mining prototypical modular patterns, and a novel algorithmic procedure for identifying ‘switching nodes’ (i.e. recording sites) that consistently change module during music listening. Main results. Our results suggest the multiplex character of the music-induced functional reorganization and particularly indicate the dependence between the networks reconstructed from the δ and βH rhythms. This dependence is further justified within the framework of nested neural oscillations and fits perfectly within the context of recently introduced cortical entrainment to music. Significance. Complying with the contemporary trends towards a multi-scale examination of the brain network organization, our approach specifies the form of neural coordination among rhythms during music listening. Considering its computational efficiency, and in conjunction with the flexibility of in situ electroencephalography, it may lead to novel assistive tools for real-life applications.