Music therapy yields many positive health outcomes in humans, but the effects of music on the health and welfare of nonhuman animals vary greatly with the type of music played, the ethology of the species, and the personality and learning history of individual animals. One context in which music therapy may be used to enhance animal welfare is to alleviate stress in domestic environments. Here, we review studies of the effects of music exposure on dogs as a case study for the implementation of music therapy in veterinary medicine. Nine reports of experimental testing for the therapeutic effects of music on dogs were found, with most of these studies focusing on changes in behavior. Overall, exposure to classical music appears to have a calming influence on dogs in stressful environments, with no additional benefit observed from any music purposely designed for dogs (specifically “Through a dog’s ear”). Given the cost effectiveness and ease of implementation, music therapy holds promise in veterinary medicine and animal welfare. However, to address precise research questions, further studies must use clearly defined characteristics of stimulus music in the experimental design, and consider the variability of each individual animal’s physical characteristics and past experience in the selection of candidates.