How listeners handle prosodic cues of linguistic and paralinguistic origin is a central question for spoken communication. In the present EEG study, we addressed this question by examining neural responses to variations in pitch accent (linguistic) and affective (paralinguistic) prosody in Swedish words, using a passive auditory oddball paradigm. The results indicated that changes in pitch accent and affective prosody elicited mismatch negativity (MMN) responses at around 200 ms, confirming the brain’s pre-attentive response to any prosodic modulation. The MMN amplitude was, however, statistically larger to the deviation in affective prosody in comparison to the deviation in pitch accent and affective prosody combined, which is in line with previous research indicating not only a larger MMN response to affective prosody in comparison to neutral prosody but also a smaller MMN response to multidimensional deviants than unidimensional ones. The results, further, showed a significant P3a response to the affective prosody change in comparison to the pitch accent change at around 300 ms, in accordance with previous findings showing an enhanced positive response to emotional stimuli. The present findings provide evidence for distinct neural processing of different prosodic cues, and statistically confirm the intrinsic perceptual and motivational salience of paralinguistic information in spoken communication.