I tend to listen to music when I'm walking around outside just to shut my head up
If I'm feeling anxious to the point of nausea and sickness though, I just can't listen to music. It makes me feel worse and odd as it sounds, it can sometimes trigger a feeling of sickness if I listen to the song again when I'm fine. Like my mind's connected the two things together.
I can listen to music for hours though when I'm dog walking. If not my mind will wander and I think things I don't want to think about so music's good.