Across human cultures, music is an important source of emotion, including positive emotions and pleasurable experiences. Our brains and bodies are moved by music as part of an active process in which our brains are constantly generating predictions of what is likely to happen next. The constituent elements of music (melody, harmony, and rhythm) are processed in an active, sustained musical pleasure cycle that gives rise to action, emotion, and learning, led by activity in specific brain networks. The ‘sweet anticipation’ stage of this pleasure cycle is both highly motivating and pleasurable. Here, we highlight research on how music, groove and dance can generate positive emotion. Especially in the case of dance, an important element of this collective positive emotion arises from engagement with other people. Yet, most neuroscientific research on music to date has focused on an individual processing music passively, rather than interacting, and until now very little neuroscientific research has been undertaken on dance. We therefore argue that future research would do well to focus on the dynamics and underlying brain mechanisms of the collective experience of music making and dance.