Beyond immediate health risks, the COVID-19 pandemic poses a variety of stressors, which may require expensive or unavailable strategies during a pandemic (e.g., therapy, socialising). Here, we asked whether musical engagement is an effective strategy for socio-emotional coping. During the first lockdown period (April–May 2020), we surveyed changes in music listening and making behaviours of over 5000 people, with representative samples from three continents. More than half of respondents reported engaging with music to cope. People experiencing increased negative emotions used music for solitary emotional regulation, whereas people experiencing increased positive emotions used music as a proxy for social interaction. Light gradient-boosted regressor models were used to identify the most important predictors of an individual’s use of music to cope, the foremost of which was, intriguingly, their interest in “coronamusic.” Overall, our results emphasise the importance of real-time musical responses to societal crises, as well as individually tailored adaptations in musical behaviours to meet socio-emotional needs.