© The Author(s) 2020. Participatory music engagement has the capacity to support well-being. Yet, there is little research that has scrutinized the processes through which music has an effect. In this meta-ethnography [PROSPERO CRD42019130164], we conducted a systematic search of 19 electronic databases and a critical appraisal to identify 46 qualitative studies reporting on participants’ subjective views of how participatory music engagement supports their mental well-being. Synthesis of first-order and second-order interpretations using thematic coding resulted in four third-order pathways that account for how participatory music engagement supports mental well-being: managing and expressing emotions, facilitating self-development, providing respite, and facilitating connections. Our interpretation suggests that people benefit from participatory music engagement by engaging with specific and multiple processes that meet their individual needs and circumstances. These findings inform research directions within the field of music and well-being, as well as guiding the development and delivery of future music interventions.