Humans have the ability to appreciate and create music. However, why and how humans have this distinctive ability to perceive music remains unclear. Additionally, the investigation of the innate perceiving skill in humans is compounded by the fact that we have been actively and passively exposed to auditory stimuli or have systematically learnt music after birth. Therefore, to explore the innate musical perceiving ability, infants with preterm birth may be the most suitable population. In this study, the auditory brain networks were explored using dynamic functional connectivity-based reliable component analysis (RCA) in preterm infants during music listening. The brain activation was captured by portable functional near-infrared spectroscopy (fNIRS) to simulate a natural environment for preterm infants. The components with the maximum inter-subject correlation were extracted. The generated spatial filters identified the shared spatial structural features of functional brain connectivity across subjects during listening to the common music, exhibiting a functional synchronization between the right temporal region and the frontal and motor cortex, and synchronization between the bilateral temporal regions. The specific pattern is responsible for the functions involving music comprehension, emotion generation, language processing, memory, and sensory. The fluctuation of the extracted components and the phase variation demonstrates the interactions between the extracted brain networks to encode musical information. These results are critically important for our understanding of the underlying mechanisms of the innate perceiving skills at early ages of human during naturalistic music listening.