For efficient and fast encoding of our complex acoustic environment, not only aspects of bottom-up processing are significant, but rather top-down influences such as attention, memory, and anticipation promote specific behavior and perception. Neural oscillatory activity in the gamma-range (30-80 Hz) is discussed as a conceivable candidate to represent very rapid modulations of top-down factors. We investigated effects of anticipation on early gamma-band responses (GBRs) of the EEG and event-related potentials (ERPs) in response to tone sequences. These sequences were composed of six sinusoidal tones, which could be either regularly ascending or descending in frequency. Thus, the sequences reflected a good continuation of pitch, which also resulted in the buildup of strong expectancies for the upcoming stimulus within the sequence. However, some of the tone sequences contained a violation of the good continuation of pitch at the third or fifth tone position. The early phase-locked portion of the gamma-band activity was significantly increased when tones were in line with the good continuation of sequences compared to deviant tones. Further, a pronounced early negative ERP response, starting at 150 ms, was elicited by deviant tones at the third and fifth position. Our results support the notion that gamma-band oscillations reflect perceptual grouping processes of concurrent sounds and anticipatory top-down modulation, which involves some of the first stages of auditory information processing.