Burn patients often face elevated pain, anxiety, and depression levels. Music therapy adds to integrative care in burn patients, but research including electrophysiological measures is limited. This study reports electrophysiological signals analysis during Music-Assisted Relaxation (MAR) with burn patients in the Intensive Care Unit (ICU). This study is a sub-analysis of an ongoing trial of music therapy with burn patients in the ICU. Electroencephalogram (EEG), electrocardiogram (ECG), and electromyogram (EMG) were recorded during MAR with nine burn patients. Additionally, background pain levels (VAS) and anxiety and depression levels (HADS) were assessed. EEG oscillation power showed statistically significant changes in the delta (p < 0.05), theta (p = 0.01), beta (p < 0.05), and alpha (p = 0.05) bands during music therapy. Heart rate variability tachograms high-frequencies increased (p = 0.014), and low-frequencies decreased (p = 0.046). Facial EMG mean frequency decreased (p = 0.01). VAS and HADS scores decreased − 0.76 (p = 0.4) and − 3.375 points (p = 0.37) respectively. Our results indicate parasympathetic system activity, attention shifts, reduced muscle tone, and a relaxed state of mind during MAR. This hints at potential mechanisms of music therapy but needs to be confirmed in larger studies. Electrophysiological changes during music therapy highlight its clinical relevance as a complementary treatment for ICU burn patients.Trial registration: Clinicaltrials.gov (NCT04571255). Registered September 24th, 2020. https//classic.clinicaltrials.gov/ct2/show/NCT04571255.