Understanding how the human brain integrates information from the environment with intrinsic brain signals to produce individual perspectives is an essential element of understanding the human mind. Brain signal complexity, measured with multiscale entropy, has been employed as a measure of information processing in the brain, and we propose that it can also be used to measure the information available from a stimulus. We can directly assess the correspondence between brain signal complexity and stimulus complexity as an indication of how well the brain reflects the content of the environment in an analysis that we term “complexity matching.” Music is an ideal stimulus because it is a multidimensional signal with a rich temporal evolution and because of its emotion- and reward-inducing potential. When participants focused on acoustic features of music, we found that EEG complexity was lower and more closely resembled the musical complexity compared to an emotional task that asked them to monitor how the music made them feel. Music-derived reward scores on the Barcelona Music Reward Questionnaire correlated with less complexity matching but higher EEG complexity. Compared with perceptual-level processing, emotional and reward responses are associated with additional internal information processes above and beyond those linked to the external stimulus. In other words, the brain adds something when judging the emotional valence of music.