Previous work highlighted the possibility that musical training has an influence on cognitive functioning. The suggested reason for this influence is the strong recruitment of attention, planning, and working memory functions during playing a musical instrument. The purpose of the present work was twofold, namely to evaluate the general relationship between pre-stimulus electrophysiological activity and cognition, and more specifically the influence of musical expertise on working memory functions. With this purpose in mind, we used covariance mapping analyses to evaluate whether pre-stimulus electroencephalographic activity is predictive for reaction time during a visual working memory task (Sternberg paradigm) in musicians and non-musicians. In line with our hypothesis, we replicated previous findings pointing to a general predictive value of pre-stimulus activity for working memory performance. Most importantly, we also provide first evidence for an influence of musical expertise on working memory performance that could distinctively be predicted by pre-stimulus spectral power. Our results open novel perspectives for better comprehending the vast influences of musical expertise on cognition.