Whether afferent feedback contributes to the generation of cortico-muscular coherence (CMCoh) remains an open question. In the present study, a multivariate autoregressive (MVAR) model and partial directed coherence (PDC) were applied to investigate the causal influences between the central rhythm and electromyographic (EMG) signals in the process of CMCoh. The system modeling included activities from the contralateral and ipsilateral primary sensorimotor cortex (M1/S1), supplementary motor area (SMA) and the time series from extensor carpi radialis (ECR) muscles. The results showed that afferent sensory feedback could also play an important role for the generation of CMCoh. Meanwhile, significant coherence between the EMG signals and the activities in the SMA was found in two subjects out of five. Connectivity analysis revealed a significant descending information flow which possibly reflected direct recruitment on the motoneurons from the SMA to facilitate motor control.