Based on research indicating the potential benefits of using simultaneous electroencephalography (EEG) and magnetoencephalography (MEG) recordings to examine sensor- and source-level neuronal activity, this study aimed to establish an experimental procedure to investigate pre-attentive and attentive processing of harmonic (non-linguistic) and syllable (linguistic) sounds using these two modalities. We analyzed results at the sensor-level, allowing us to compare event-related potentials (ERPs) and event-related fields (ERFs), and these results will soon be completed with source-level localizations. In doing so, we found important similarities between information captured by ERP and ERF data, as well as overall differences in the amplitude of pre-attentive and attentive components in response to auditory stimuli. These results thus contribute to a wide base of auditory attention literature, while also providing a comprehensive look at the similarities and differences between EEG and MEG in studying auditory processing.