Listening to music has been repeatedly shown to have ergogenic benefits during various modes of exercise, including endurance, sprint, and resistance-based activities. Music is commonly incorporated into training regimens by recreational exercisers and competitive athletes alike. While specific modalities of exercise elicit varying physiological responses, listening to music has been shown to modulate many of these responses (i.e., heart rate, catecholamines, muscle activation) often leading to improved performance. Furthermore, listening to music during exercise may positively impact psychological (i.e., mood, motivation) and psychophysiological (i.e., rate of perceived exertion, arousal) changes, which may allow for favorable responses during an exercise challenge. However, there is mixed evidence regarding musicâs efficacy, which may be mediated through differences in music selection and preference. Emerging evidence has shown that, whether an individual prefers or does not prefer the music they are listening to during exercise greatly influences their ergogenic potential in addition to physiological, psychological, and psychophysiological responses to exercise. From a practical standpoint, music may be controlled by the individual through headphones but is often played communally over speakers in locker rooms, gyms, and health clubs, which may have consequences on performance and training. The following review will describe the physiological, psychological, and psychophysiological responses to exercise while listening to music and how music preference may particularly alter them. Current knowledge and new evidence on how music preference factors into enhancing performance in various modes of exercise will be further discussed, incorporating practical considerations for individuals and practitioners in real-world applications to optimize performance.