Abstract Listening to music aids regulation of emotional arousal and valence (positive vs. negative). Anxiety sensitivity (AS; fear of arousal-related sensations) increases the risk for emotion dysregulation and associated coping behaviors such as substance use and exercise avoidance. The relationship between AS and music listening, however, has received very little attention. This study (1) used exploratory factor analysis of 53 items drawn from three previously validated measures of reasons for music listening to identify the core reasons for listening to music among university students and (2) explored associations between AS and reasons for music listening. Undergraduates (N = 788; 77.7% women; Mage = 19.20, SDage = 2.46) completed the Anxiety Sensitivity Index-3, Motives for Listening to Music Questionnaire, Barcelona Musical Reward Questionnaire, and Brief Music in Mood Regulation Scale. Six core reasons for music listening were identified: Coping, Conformity, Revitalization, Social Enhancement, Connection, and Sensory-Motor. Over and above age and gender, AS was associated with Coping and Conformity—reasons that involve relief from aversive emotions. AS also was associated with listening for Connection reasons. AS was not associated with Revitalization, Social Enhancement, or Sensory-Motor—reasons that involve rewards such as heightened positive emotions. Results suggest that individual differences may influence why people incorporate music listening into their day-to-day lives. Further longitudinal and experimental research is needed to establish directionality and causality in the observed relationship of AS to relief-oriented reasons for music listening. Findings may guide music therapists’ efforts to tailor treatment for individuals at risk for anxiety and related mental health problems.