The intricate workings of the human brain, which utilizes acquired information from the environment to anticipate future challenges, still lack comprehensive understanding. To understand the mechanism, this study investigated the effects on electroencephalographic (EEG) signals of the process of anticipation of difficulty in auditory tasks. We designed a similarity problem in which human participants were first presented with two tones, followed by a questioning tone, and were asked to answer which of the first two tones was similar to the questioning tone. We analyzed EEG signals recorded during the presentation of the second of the first two tones, a period during which we assumed the participants were anticipating the upcoming problem. By manipulating the similarity of the first two tones in terms of two attributes (position and frequency), we eliminated other effects on the EEG signals caused by the tone difference and attributes, and extracted the brain activity related to the anticipation of the task difficulty. We found event-related potentials (P2, P3, and N4) and frequency bands (theta, alpha, and beta) in the prefrontal regions, alpha band in the EEG signals were significantly correlated with task difficulty. These results demonstrated the reliability of EEG to evaluate the anticipation of difficulty.