The perceived emotional value of stimuli and, as a consequence the subjective emotional experience with them, can be affected by context-dependent styles of processing. Therefore, the investigation of the neural correlates of emotional experience requires accounting for such a variable, a matter of an experimental challenge. Closing the eyes affects the style of attending to auditory stimuli by modifying the perceptual relationship with the environment without changing the stimulus itself. In the current study, we used fMRI to characterize the neural mediators of such modification on the experience of emotionality in music. We assumed that closed eyes position will reveal interplay between different levels of neural processing of emotions. More specifically, we focused on the amygdala as a central node of the limbic system and on its co-activation with the Locus Ceruleus (LC) and Ventral Prefrontal Cortex (VPFC); regions involved in processing of, respectively, 'low', visceral-, and 'high', cognitive-related, values of emotional stimuli. Fifteen healthy subjects listened to negative and neutral music excerpts with eyes closed or open. As expected, behavioral results showed that closing the eyes while listening to emotional music resulted in enhanced rating of emotionality, specifically of negative music. In correspondence, fMRI results showed greater activation in the amygdala when subjects listened to the emotional music with eyes closed relative to eyes open. More so, by using voxel-based correlation and a dynamic causal model analyses we demonstrated that increased amygdala activation to negative music with eyes closed led to increased activations in the LC and VPFC. This finding supports a system-based model of perceived emotionality in which the amygdala has a central role in mediating the effect of context-based processing style by recruiting neural operations involved in both visceral (i.e. 'low') and cognitive (i.e. 'high') related processes of emotions.