Recently, researches on analyzing relationship between the state of emotion and musical stimuli using EEG are increasing. A selection of feature vectors is very important for the performance of EEG pattern classifiers. This paper proposes a comparison of EEG feature vectors for emotion classification according to music listening. For this, we extract some feature vectors like DAMV, IAV, LPC, LPCC from EEG signals in each class related to music listening and compare a separability of the extracted feature vectors using Bhattacharyya distance. So more effective feature vectors are recommended for emotion classification according to music listening.