There's a study published in Frontiers in Pain Research, where the researchers showed that emotional responses to relaxing and favorite music predict hypoalgesia. Hypoalgesia denotes a decreased sensitivity to painful stimuli. Hypoalgesia occurs when nociceptive (painful) stimuli are interrupted or decreased somewhere along the path between the input (nociceptors), and the places where they are processed and recognized as pain in the conscious mind. In other words music can reduce and relieve pain.