Listening to music is a common method of regulating unpleasant emotions such as sadness, but music listening has not been compared to prototypical interpersonal emotion-regulation strategies. We examined music’s response-independent benefits (i.e., benefits that do not require a response from another person) and response-dependent benefits (i.e., benefits that do require a response from another person) and compared those to other regulation strategies such as talking to a friend and asking someone for advice. College students (N = 353) completed an online survey in which they rated their likelihood of using eight different strategies to regulate sadness and the benefits of using each strategy. Repeated-measures ANOVAs revealed listening to music was the most likely strategy used when sad. Moreover, listening to music provided the most response-independent benefits of any strategy we examined, including talking to a friend and asking someone for advice. Talking to a friend provided more interpersonal support than listening to music did, but listening to music did not provide any less of a shared experience than talking to a friend or asking someone for advice. These findings suggest that listening to music shares much in common with interpersonal emotion-regulation strategies such as talking with other people when sad.