This paper is a pioneering attempt to bring together the notions of musical play and self-regulation and reports on a study aiming to explore 6-year-old children’s self-regulation during musical play. While musical play is one of the first manifestations of musicality, a fundamental aspect of human functioning [Trevarthen, C. (2000). Musicality and the intrinsic motive pulse: Evidence from human psychobiology and infant communication. Musicae Scientiae, 3(1), 155–215], self-regulation is crucial in children’s learning. Self-regulatory abilities flourish in playful contexts [Bruner, J. S. (1972). Nature and uses of immaturity. American Psychologist, 27(8), 687–708], since play’s specific characteristics promote self-regulatory development. Even though musical play shows these characteristics, its relationship with self-regulation is under-researched. This paper presents observations of ten 6-year-old children while they were engaged in musical play sessions. Having adopted a mixed-methods approach, the results suggested that musical play allowed for self-regulatory behaviours to emerge. An understanding of the link between musical play and self-regulation could inform not only the theoretical underpinnings suggesting a relationship between play and self-regulation, but also current teaching practice in relation to music education.