The aim of this research is to analyse the effects of listening to subjectively pleasant/unpleasant music for the listener on the levels of anxiety measured by the STAI trait/sate inventory. Twenty participants indicated the music that was subjectively pleasant/unpleasant. The STAI was administered before and after listening to music in the experimental situation. Results seem to indicate that listening to music modifies the perception of state anxiety, generating a positive mood and reducing anxiety after listening to pleasant music and the opposite effects with unpleasant music; the silent condition produced slightly higher levels of anxiety. Therefore, musical preferences are a very useful tool for psychotherapy in order to cope with anxiety and mood induction.