The effective management of pain outside of clinical settings represents a significant challenge to health services. Music listening has been successfully used as a method of pain management, with the greatest benefits to listeners evident if the music is familiar, preferred and has emotional resonance. This study examined the role of self-selected emotion-inducing music used for pain management (pain tolerance, intensity, perceived control, distraction and anxiety reduction) during the cold pressor test. In a repeated-measures design, four cold pressor tests were used to induce short-term, acute pain, whilst 41 participants listened either to happy, sad, relaxing or no music. Findings indicated that music enhanced pain tolerance over no music, and happy and relaxing music increased pain tolerance and altered time perception to a greater extent than sad music. Happy and relaxing music facilitated distraction from pain and enhanced perceived pain control. Relaxing music additionally had anxiolytic properties and reduced pain intensity. Results suggest that music's inclusion in pain management is justified and that music with happy and relaxing components can be used to facilitate coping with pain in a non-clinical context.