Given its importance in children's development and learning, researchers have rigorously studied play, and many teachers have used it as a classroom tool. Music researchers have observed that music regularly accompanies children's play because music is part of their culture, and "playing with music" is the most natural form of expression of their existence as musical beings. Hence, play is at the heart of early childhood music, and music teachers design activities that are playful using manipulatives, instruments, movements, and musical sounds to engage children. However, scant research has explored the types of play enacted in guided music settings and how children construct musical understanding through play. This article discusses children's play and related theories, illustrates how children "play with music" in the guided music setting, and offers practical applications of play in guided music activities.