Neuromarketing is a multidisciplinary field of research whose aim is to investigate the consumers' reaction to advertisements from a neuroscientific perspective. In particular, the neuroscience field is thought to be able to reveal information about consumer preferences which are unobtainable through conventional methods, including submitting questionnaires to large samples of consumers or performing psychological personal or group interviews. In this scenario, we performed an experiment in order to investigate cognitive and emotional changes of cerebral activity evaluated by neurophysiologic indices during the observation of TV commercials. In particular, we recorded the electroencephalographic (EEG), galvanic skin response (GSR), and heart rate (HR) in a group of 28 healthy subjects during the observation of a series of TV advertisements that have been grouped by commercial categories. Comparisons of cerebral indices have been performed to highlight gender differences between commercial categories and scenes of interest of two specific commercials. Findings show how EEG methodologies, along with the measurements of autonomic variables, could be used to obtain hidden information to marketers not obtainable otherwise. Most importantly, it was suggested how these tools could help to analyse the perception of TV advertisements and differentiate their production according to the consumer's gender.