According to a report in the European Journal of Neuroscience, researchers have discovered biological evidence that musical training enhances an individual's ability to recognize emotion in sound. The study, funded by the National Science Foundation, found that the more years of musical experience musicians possessed and the earlier the age the individuals began their music studies the better able they were to process emotion in sound. Being able to accurately identify emotion quickly in sound is a skill that translates across many different arenas. (Source)
There is a distinction between music that is able to arouse human emotion and music that is sad/angry/fearful. A selection expressive of sadness might move a person but “it does not move us by making us sad.” (Storr, Anthony. Music and the Mind. p 30. NY: Ballantine Books, 1992.)
Intense emotional experiences in response to music is associated with regions of the brain involved in reward, motivation, and arousal (e.g., ventral striatum including nucleus accumbens, amygdale, midbrain, portions of the frontal cortex). One study showed that nalaxone, a drug that interferes with dopamine transmission in the nucleus accumbens, is able to block the pleasure of listening to music. (Sternberg, Barbara, PhD. Music & the Brain. p 15-16. CA: Institute for Natural Resources, Home-Study #2320, 2009).
Refer to Emotions and Feelings for additional information.