A questionnaire study was carried out with three groups of musicians: experienced professional orchestral players (n = 65), music students (n = 41), and members of an amateur orchestra (n = 40). Musical performance anxiety was assessed together with neuroticism, everyday fears, self-statements and behavioural coping strategies. Performance anxiety was lowest in the professional group and highest among students. In all three groups, performance anxiety was related to neuroticism and everyday fears, notably fear of crowds and social situations. A negative association between age, performing experience and stage fright was observed in professional musicians but not other groups. Six clusters of self-statements were identified. Catastrophizing was positively linked with performance anxiety in all groups, while realistic appraisal of the performance situation was used most commonly by those with moderate levels of stage fright. Implications for the conceptualization and management of stage fright are discussed.