This article presents a number of key themes relating to the concept of musical identities. It provides a definition of identity, with a discussion of why identity is a timely topic for consideration. The article then presents an overview of a series of studies investigating musical identities of jazz musicians. These highlight the utility of qualitative techniques, and in particular focus-group and semi-structured interview methods, for understanding how professional musicians construct their identities in relation to both their musical activities and wider psychological and cultural issues. The article looks next at how theories of motivation and the self can help to explain some of the behavioural aspects of musical identities. It provides evidence that children's self-concepts, and in particular their levels of confidence (both of which are related to musical identities), can influence the rate of musical development and musical achievement, drawing briefly on a study which compares the views of pupils, parents, and teachers about what it is to be ‘good at music’.