Music is known to be able to elicit emotional changes, including anxiolytic effects. The gonadal steroid hormones estradiol and progesterone have also been reported to play important roles in the modulation of anxiety. In the present study, we examined whether the effect of music on anxiety is related to ovarian steroid in female mice. Behavioral paradigms measuring anxiety were tested in gonadally intact (SHAM) and ovariectomized (OVX) female mice chronically treated with either placebo (OVX/Placebo), 17beta-estradiol (OVX/E), or progesterone (OVX/P). In the elevated plus maze, light-dark transition, and marble burying tests, SHAM and OVX/P mice exposed to music showed less anxiety than those exposed to white noise or silence while OVX/placebo mice did not show these effects at all. OVX/E mice showed the anxiolytic effect of music only in the marble burying test. Furthermore, pretreatment with progesterone's metabolite inhibitor completely prevented the anxiolytic effect of music in behavioral tests, while pretreatment with a progesterone receptor blocker did not prevent the anxiolytic effect of music. These results suggest that exposure to music reduces anxiety levels, and ovarian steroids, mainly progesterone, may be involved in the anxiolytic effect of music observed in female mice.