Music is known to affect emotion, mind, and mood of human beings. It is a matter of deep research to understand the role of music in creating a sense of positivity and happiness in the minds of its listeners. Here, we have tried to understand the neural underpinnings of music (Indian Classical Music (ICM) as the input signal) in inducing positive emotions in two participant-groups, a control group of untrained listeners and an experimental group of trained musicians, the preliminary objective being to understand whether the neural perception of happiness is different for musicians and non-musicians. Instrumental clips of ICM renditions were used to carry out a human response survey to understand how differently happiness is experienced by musicians and non-musicians, from a perceptive point of view. From the two target groups, higher elicitation levels for happiness as well as other secondary-emotions were reported by musicians. The chosen ‘happy clips’ by both participant-groups were next selected for the EEG experiment (Electroencephalography), which was performed on 20 participants (10 musicians and 10 non-musicians), to record, extract, and analyze the neural responses with robust non-linear techniques MFDFA and MFDXA. From the results, musicians showed higher complexity of the neural signals in most brain-parts, along with interesting trends of neural connectivity. From the demographic-survey and EEG feature-variations in different parts of brain, we have tried to understand how musical training shapes the way happiness is perceived in human mind and what parameters can be considered as the neuro-scientific correlates of happiness in general.