Music has been suggested as a potential sleep aid option in the treatment of depression-related insomnia; however, research is needed to fully understand the possible benefits. In this study, the objective was to examine experiences of music listening using a new intervention, The MusicStar app, at bedtime for adult psychiatric outpatients with depression-related insomnia. The study design utilized a qualitative thematic analysis using phenomenological methods applied as microanalysis of interview data. Participants were recruited from an outpatient unit for depression in psychiatry, Aalborg University Hospital, Denmark. Four adults with depression and sleep disturbances took part in a semi-structured interview after completing a four-week music intervention as part of a clinical trial. The participants evaluated a music listening intervention for sleep improvement. The following six themes were highlighted: Sleep and relaxation, Distraction, Mood, Habits, Preference, and Technology. Three participants reported intervention effective in improving sleep and relaxation. Interactions with technology and music preferences were important. The findings suggest influences of music on relaxation and sleep in depression-related insomnia with examples; Music distracts from inner stimuli, affects mood, arousal, and supports healthy habits potentially improving sleep hygiene. In conclusion, this study improves our understanding of the multiple effects of music in depression insomnia including limitations and directions for future research.