"When pleasurable music is heard, dopamine is released in the striatum — an ancient part of the brain found in other vertebrates as well — which is known to respond to naturally rewarding stimuli like food and sex and which is artificially targeted by drugs like cocaine and amphetamine," says The New York Times article Why Music Makes Our Brain Sing.
The authors report:
More than a decade ago, our research team used brain imaging to show that music that people described as highly emotional engaged the reward system deep in their brains — activating subcortical nuclei known to be important in reward, motivation and emotion. Subsequently we found that listening to what might be called “peak emotional moments” in music — that moment when you feel a “chill” of pleasure to a musical passage — causes the release of the neurotransmitter dopamine, an essential signaling molecule in the brain.