Subjective cognitive decline (SCD) and mild cognitive impairment (MCI) are early stages of Alzheimer’s disease (AD). Neurophysiological markers such as electroencephalography (EEG) and event-related potential (ERP) are emerging as alternatives to traditional molecular and imaging markers. This paper aimed to review the literature on EEG and ERP markers in individuals with SCD. We analysed 30 studies that met our criteria, with 17 focusing on resting-state or cognitive task EEG, 11 on ERPs, and two on both EEG and ERP parameters. Typical spectral changes were indicative of EEG rhythm slowing and were associated with faster clinical progression, lower education levels, and abnormal cerebrospinal fluid biomarkers profiles. Some studies found no difference in ERP components between SCD subjects, controls, or MCI, while others reported lower amplitudes in the SCD group compared to controls. Further research is needed to explore the prognostic value of EEG and ERP in relation to molecular markers in individuals with SCD.