The effects of sound stimulation as a sensorial environmental enrichment for captive animals have been studied. When appropriately implemented for farm animals, it can improve welfare, health, and productivity. Furthermore, there are indications that music can induce positive emotions in non-human animals, similar to humans. Emotion is a functional state of the organism involving both physiological processes, mediated by neuroendocrine regulation, and changes in behavior, affecting various aspects, including contextual perception and welfare. As there is very limited information on non-human animals, the objective of this review is to highlight what is known about these processes from human biological and comparative perspectives and stimulate future research on using music to improve animal welfare.