Having an infant in the neonatal intensive care unit (NICU) elicits maternal anxiety, which may hamper parent-child bonding. We performed a prospective cohort study to describe anxiety in mothers of infants born before 30 weeks of gestation during NICU stay in The Netherlands, and investigated the influence of infant stress and gestational age. Second, we performed a randomized-controlled live-performed music therapy trial (LPMT trial) to investigate whether music therapy applied to the infant alleviated maternal anxiety. The relation between infant stress, gestational age, and maternal anxiety was measured in 45 mother-infant dyads, using the Neonatal Infant Stressor Scale and the State-Trait Anxiety Inventory (STAI). The effect of LPMT on anxiety was assessed in 21 mothers whose infants were assigned to either LPMT (n = 12) or waitlist (n = 9). Mothers completed the STAI before and after this period. Maternal anxiety decreased over time in all mothers, and was strongly related with infant stress (r = 0.706, p < 0.001), but not with gestational age. Anxiety scores decreased by 12% after LMPT, and increased by 1% after a waitlist period (p = 0.30). Our results indicate that LPMT in the weeks after birth may accelerate the reduction of maternal anxiety. Further research should focus on the effects on mother-child bonding.