Background Anxiety is commonly experienced during the delivery process and has shown to have adverse effects on maternal and infant health outcomes. Music interventions tend to reduce the effects of anxiety in diverse populations, are low cost, are easily accessible, and have high acceptability. The aim of this review and meta-analysis was to assess the effectiveness of music interventions in reducing anxiety levels among women during labor. Methods Seven databases from inception to the end of December, 2018, without any language or time restriction including Embase, PubMed, the Cochrane Library, the Cumulative Index to Nursing and Allied Health, PsycINFO, Airiti Library, and PerioPath: Index to Taiwan Periodical Literature were searched using key terms related to pregnancy, anxiety, and music. Randomized controlled trials that assessed the effect of music during labor and measured anxiety levels as an outcome were included. Meta-analyses were conducted to assess anxiety reduction following a music intervention compared to that after placebo treatment. Results A total of 14 studies that investigated a total of 1,310 participants were included in this review. The meta-analyses indicated that those in the intervention group had a significant decrease in anxiety scores (standardized mean difference = −2.40, 95% confidence interval (CI) [−3.29 to −1.52], p 〈 0.001; I2 = 97.66%), heart rate (HR) (difference in means = −3.04 beats/min, 95% CI [−4.79 to −1.29] beats/min, p = 0.001; I2 = 0.00%), systolic blood pressure (SBP) (difference in means = −3.71 mmHg, 95% CI [−7.07 to −0.35] mmHg, p = 0.031; I2 = 58.47%), and diastolic blood pressure (DBP) (difference in means = −3.54 mmHg, 95% CI [−5.27 to −1.81] mmHg, p 〈 0.001; I2 = 0.00%) as compared to the women in the control group. Conclusions Music interventions may decrease anxiety scores and physiological indexes related to anxiety (HR, SBP, and DBP). Music interventions may be a good non-pharmacological approach for decreasing anxiety levels during labor.