Music can cause pleasant sensations in humans whereas some noises can cause discomfort. The effects of music and noise have also been somewhat studied in animals, showing different impacts. In this review we aim to illustrate the differences and similarities between animals, in terms of their sensitivity to auditory stimuli (noise or music), by first recalling some generalities about the physical characteristics of sound and the biological bases of hearing. Second, based on the studies reported in this review, we conclude that ambient noise is harmful and/or stressful, and that musical sounds can take many forms with a large range of impacts in animals. Finally, we present two practical examples of the use of music with animals (one in the context of a zoo and the other in cattle breeding) and an example of an experiment designed to understand the impact of music on neonate lambs. These three examples highlight how music can help to improve animal welfare.