The relationship between fluid intelligence and preference for major–minor musical mode was investigated in a sample of 80 university students. Intelligence was assessed by the Raven’s Advanced Progressive Matrices. Musical mode preference was assessed by presenting 14 pairs of musical stimuli that varied only in mode. Mood and personality were assessed, respectively, by the Brief Mood Introspection Scale and the Big Five Questionnaire. Preference for minor stimuli was related positively and significantly to fluid intelligence and openness to experience. The results add evidence of individual differences at the cognitive and personality level related to the enjoyment of sad music.