In a study involving 153 healthy volunteers, researchers have revealed that engaging in music listening can reduce pain responses. The magnitude of effect was found to depend on personality factors. Participants who were anxious and became absorbed in activities easily found music listening especially effective for relieving pain.
Bradshaw DH, Donaldson GW, Jacobson RC, Nakamura Y, Chapman CR. Individual differences in the effects of music engagement on responses to painful stimulation. J Pain. 2011 Dec;12(12):1262-73.