The personality trait of neuroticism (negative emotional instability) involves complicated emotional needs that may influence how people experience and use the emotional properties of music. Several empirical studies have linked neuroticism to music in many different ways; however, there has been limited integration of their mixed results. In this article, I propose a critical review of those research findings relevant to how neuroticism might be associated with different musical behaviors. First, I present some of the respective features of neuroticism and musical emotions because it may help to increase awareness of the emotional nature of the relationships between neuroticism and music. Second, in the domain of music listening, I discuss if neuroticism could be associated with musical habits (e.g., amount of music listening), musical sensibility (e.g., emotional reactions), music preferences (i.e., music genres), and functions of music (e.g., emotion regulation). Third, in the domain of music making, I also discuss if neuroticism could be related to musicianship (e.g., playing an instrument), musical performance (e.g., music performance anxiety), and musical aptitudes (e.g., creativity). Overall, gaining greater insight into the emotional bond between neuroticism and music may have far-reaching implications for many people because neuroticism is a universal aspect of personality that seems to affect musical behaviors that are very meaningful, frequent, and ubiquitous.