We evaluated if regular physical activity could influence musical performance anxiety (MPA) in college music students. Levels of MPA, as measured with the Kenny MPA Inventory, and a survey about the physical activity habits were obtained from 87 students of music. The results showed that physically active musicians had lower MPA scores (p<0.05) than non-active ones, independent of gender. We conclude that there is an association between physical activity and minor MPA, and studies with a longitudinal design should be done to explore this important issue.