The researchers saw the same pattern of brain and body activity when people were listening to their music as they see when people feel euphoria and craving when they get a reward. The experience of pleasure corresponded with dopamine release in one part of the brain (striatal dopaminergic system). When people were anticipating a pleasurable part of the music (participants were listening to their favorite music, so they knew what part of the music was coming next), then there was a dopamine release in a different part of the brain (nucleus accumbens).

https://www.blog.theteamw.com/2011/03/07/100-things-you-should-know-about-people-74-listening-to-music-releases-dopamine-in-the-brain-2/