Mounting evidence links the enjoyment of music to brain areas implicated in emotion and the dopaminergic reward system. In particular, dopamine release in the ventral striatum seems to play a major role in the rewarding aspect of music listening. Striatal dopamine also influences reinforcement learning, such that subjects with greater dopamine efficacy learn better to approach rewards while those with lesser dopamine efficacy learn better to avoid punishments. In this study, we explored the practical implications of musical pleasure through its ability to facilitate reinforcement learning via non-pharmacological dopamine elicitation. Subjects from a wide variety of musical backgrounds chose a pleasurable and a neutral piece of music from an experimenter-compiled database, and then listened to one or both of these pieces (according to pseudo-random group assignment) as they performed a reinforcement learning task dependent on dopamine transmission. We assessed musical backgrounds as well as typical listening patterns with the new Helsinki Inventory of Music and Affective Behaviors (HIMAB), and separately investigated behavior for the training and test phases of the learning task. Subjects with more musical experience trained better with neutral music and tested better with pleasurable music, while those with less musical experience exhibited the opposite effect. HIMAB results regarding listening behaviors and subjective music ratings indicate that these effects arose from different listening styles: namely, more affective listening in non-musicians and more analytical listening in musicians. In conclusion, musical pleasure was able to influence task performance, and the shape of this effect depended on group and individual factors. These findings have implications in affective neuroscience, neuroaesthetics, learning, and music therapy.