Music performance anxiety (MPA) is a natural, emotional, and physiological response to the stress of public performance. Debilitating forms of MPA are severe and persistent reactions that go beyond the normal adaptive response to music evaluation situations and can negatively impact the quality of musical performance and the musician’s life in general. Today, it affects numerous professional performers and can result in an inability to practice their profession, posing a significant threat to their professional activity. Despite its scope, studies exploring this issue and contributing to its resolution are scarce. Thus, this review aims to compile the significant advancements made in the last five years (2018–2023) in the treatment of MPA from a scientific perspective. For this purpose, the PRISMA method was used based on the results obtained from the Web of Science, Scopus, and Google Scholar databases. Reviewed are 10 studies that have made valuable contributions to this matter in this time frame after applying the quality filters using the PRISMA method. It is concluded that, although there are methodological shortcomings and sample limitations in the current research, this field registers advancements that provide valuable information to prevent or solve this problem in professional or aspiring musicians.