We studied the relationship between individual alpha frequency (IAF) of EEG (neurophysiological endophenotype reflecting individual predisposition to efficacious cognitive and creative activity) and individual emotional reactivity. The psychophysiological study included healthy men in two models of evoked emotions - anxious apprehension (awaiting of inescapable aversive punishment) and discrete (opposite) emotions. Analysis of self-report, multichannel EEG, galvanic skin response, and cardiovascular reactivity showed that individuals with high IAF are characterized by predominance of parasympathetic influences in autonomic regulation circuit, proactive strategies of coping with inescapable threat, higher activity of positive emotional attitude and availability of memory traces about positive experience. Individuals with low IAF demonstrate predominance of sympathetic influences and maladaptive avoidance-like coping with inescapable threat and insufficiency of positive emotional activation mechanisms. It is suggested that IAF participates in the formation of individual emotional space and strategies of coping with emotional challenges.