PROBLEM TO BE SOLVED: To provide an electrode for brain wave measurement that allows high-performance brain wave measurement and suppresses the outflow of a conductive gel, and to provide a head-mounted device having the electrode and a method for making the electrode.SOLUTION: An electrode for brain wave measurement includes: a first electrode including a fiber material mass 1 which has absorbed a conductive gel or has been soaked therein and a second electrode having a cylindrical part which holds the first electrode in contact with an opening inner wall of the cylindrical part. The cylindrical part has preferably any one of a comb shape, cylindrical shape, barrel shape, quadrangular prism shape, and polygonal column shape. A fiber material mass is soaked in a conductive gel, and a first electrode including the fiber material mass 1, which has absorbed the conductive gel or has been soaked therein, is held in contact with a cylindrical opening inner wall of a second electrode having the cylindrical opening inner wall, which makes it possible to make the electrode for brain wave measurement.