Seismic wave propagation in fluid-filled porous materials induces electromagnetic effects due to small relative pore-fluid motions. In order to detect the seismo-magnetic couplings theoretically predicted by Pride (1994), we have designed a small-scale experiment in a low-noise underground laboratory which presents exceptional electromagnetic shielding conditions. Our experiment included accelerometers, electric dipoles and induction magnetometers to characterize the seismo-electromagnetic propagation phenomena. To assess the electrokinetic origin of the measured electric and magnetic fields, we compared records obtained in dry and fluid-filled sand. Extra care has been taken to ensure the mechanical decoupling between the sand column and the magnetometers to avoid spurious vibrations of the magnetometers and misinterpretations of the recorded signals. Our results show that seismo-electric and seismo-magnetic signals are associated with different wave propagation modes, thus emphasizing the electrokinetic origin of these effects.