The role of individual differences in anxiety sensitivity was explored in a sample of 67 college-level music students. Individuals high in anxiety sensitivity report greater fear of bodily sensations. Although developed in research on panic disorder, anxiety sensitivity was hypothesized to predict performance anxiety. Anxiety sensitivity was found to predict performance anxiety and was a better predictor than trait anxiety. Overall, anxiety sensitivity was a better predictor of performance anxiety in women than men, and sensitivity to cognitive symptoms was a better predictor of performance anxiety than sensitivity to physiologic symptoms for both men and women. Gender differences emerged in the patterns of anxiety sensitivity, with men having stronger associations between fears of cognitive dyscontrol and performance anxiety than women, while women alone had associations between fears of cardiovascular and respiratory symptoms and performance anxiety. Those highest in anxiety sensitivity were found also to report less enjoyment while playing and more pain. Suggestions for future research are made, and implications for treatment programs are explored.