The use of music has been identified as a potential ergogenic aid that helps to improve performance in exercise. Music has been classified as a psychological ergogenic aid and has attracted interest mainly for its effects found in studies with a focus on performance during exercise, pre-task and post-task. In this context, the objective of this study was to review the literature about the main effects of music on performance and their possible mechanisms, covering new perspectives about the theme. The method consisted of search, selection and stratification of the original articles of major databases (Medline, Sport Discuss, Scopus, Web of Scienceand Scielo) using the descriptors music, exercise, performance and fatigue. We considered all models and types of exercise and music. These articles suggest that the use of music as an ergogenic aid could be efficient to improve performance; decrease rate perceived of exertion and is capable to bring better feelings to exercise, according to time of application, physical fitness of subjects, type of exercise and musical components, respecting some recommendations and orientations to insertion. The main proposed mechanisms of action for the music ergogenic effects are based on behavioral hypothesis and are still being discussed; also there are not enough evidences to discard any of them, demonstrating the need for future studies in attempt to clarify such effects in central nervous system. To sum it all up, we propose some orientations of use in submaximal and maximal exercise, allowing coaches and athletes apply this technique in their methods of training.