Although electroencephalography (EEG) is widely used as a non-invasive technique for recording neural activities of the brain, our understanding of the neurogenesis of EEG is still very limited. Local field potentials (LFPs) recorded via a multi-laminar microelectrode can provide a more detailed account of simultaneous neural activity across different cortical layers in the neocortex, but the technique is invasive. Combining EEG and LFP measurements in a pre-clinical model can greatly enhance understanding of the neural mechanisms involved in the generation of EEG signals, and facilitate the derivation of a more realistic and biologically accurate mathematical model of EEG. A simple procedure for acquiring concurrent and co-localized EEG and multi-laminar LFP signals in the anesthetized rodent is presented here. We also investigated whether EEG signals were significantly affected by a burr hole drilled in the skull for the insertion of a microelectrode. Our results suggest that the burr hole has a negligible impact on EEG recordings.