The third trimester of pregnancy is a critical phase that is often accompanied by increased anxiety due to concerns about the delivery process, the safety of the mother and fetus, and readiness to take on the role of mother. Anxiety that is not managed properly can have a negative impact on the psychological well-being of the mother and the delivery process. Music therapy is a non-pharmacological intervention that is considered safe, easy to implement, and has the potential to reduce anxiety in pregnant women. This study aims to analyze the effect of music therapy on the anxiety levels of pregnant women in the third trimester. This study used a quantitative approach with a quasi-experimental one-group pretest–posttest design. The study sample consisted of 20 pregnant women in their third trimester who were selected using purposive sampling at a community health center. Anxiety levels were measured before and after the intervention using a standardized anxiety questionnaire. The intervention consisted of relaxing instrumental music therapy administered for approximately 20–30 minutes in comfortable conditions. Data analysis was performed using univariate and bivariate analysis with the Wilcoxon Signed Rank Test at a significance level of p < 0.05. The results showed that before the intervention, most respondents were in the moderate to severe anxiety category, whereas after music therapy, severe anxiety was no longer found and there was an increase in the proportion of mild anxiety. The Wilcoxon test showed a statistically significant difference between anxiety levels before and after the intervention (p = 0.000). In conclusion, music therapy has a significant effect in reducing anxiety levels in third trimester pregnant women and has the potential to be an effective non-pharmacological intervention to be integrated into antenatal care.