This dataset contains electroencephalogram (EEG), galvanic skin response (GSR), and electrocardiogram (ECG) recordings from 17 healthy participants during an affective music brain-computer interface training study. Participants listened to 40-second music clips (20s per emotional state) designed to induce specific emotional states across three sessions, with self-reported valence and arousal ratings. The data supports the development and validation of music-based brain-computer interfaces for monitoring and inducing affective states. This is the training session dataset; two additional datasets cover system calibration and online real-time control phases.