In music ensemble performance, perception-action coupling enables the processing of auditory feedback from oneself and other players. However, improvised actions may affect this coupling differently from predetermined actions. This study used two-person EEG to examine how pianists responded to altered pitch feedback to their own or their partner's actions while they alternated scores or improvised melodies. Feedback-related negativity (FRN) response for self-action was greater in scored than improvised conditions, indicating the enhanced action encoding by playing the score. However, subsequent P3a and P3b responses for self-action were not different across score and improvisation. Further, the P3b response was greater when the two pianists exchanged similar types of melodies (i.e., both improvised or both scores) compared with different types of melodies, suggesting that later cognitive processes may be associated with the task relevance or level of jointness. The presence of the FRN and P3 complex in self-generated improvised action points to the dynamic nature of performance monitoring even without preconceived action plans. In contrast, the FRN and P3 complex in partner-generated improvised actions were subdued compared to the baseline, likely due to the unpredictable nature of the improvised actions of others. Finally, we found a tendency that higher trait empathy was associated with smaller self-action FRN, possibly implying musicians' prioritization of joint goals. Overall, our results suggest that improvisation in a musical turn-taking task may be distinct from score-playing for the earlier processes of performance monitoring, whereas later processes might involve updating a joint representation of the musical context.