Tension is one of the core principles of emotion evoked by music, linking objective musical events and subjective experience. The present study used continuous behavioral rating and electroencephalography (EEG) to investigate the dynamic process of tension generation and its underlying neurocognitive mechanisms; specifically, tension induced by structural violations at different music hierarchical levels. In the experiment, twenty-four musicians were required to rate felt tension continuously in real-time, while listening to music sequences with either well-formed structure, phrase violations, or period violations. The behavioral data showed that structural violations gave rise to increasing and accumulating tension experience as the music unfolded; tension was increased dramatically by structural violations. Correspondingly, structural violations elicited N5 at GFP peaks, and induced decreasing neural oscillations power in the alpha frequency band (8-13 Hz). Furthermore, compared to phrase violations, period violations elicited larger N5 and induced a longer-lasting decrease of power in the alpha band, suggesting a hierarchical manner of musical processing. These results demonstrate the important role of musical structure in the generation of the experience of tension, providing support to the dynamic view of musical emotion and the hierarchical manner of tension processing.