In this thesis, I consider the dialectic surrounding the Puzzle of Musical Tragedy i.e. why do people listen to sad music that makes them sad? I agree with Sizer (2019) that the best solutions to this puzzle construe the listening experience itself as pleasant. However, against Sizer, I argue that the feelings music induces are best construed as emotions, not moods. Since sad music can promote the perception of a sad person, I argue that music can be an unconscious object of one’s sad feelings. This suggests that sadness – not sad mood – best characterizes the experience of listening to sad music. Further, I argue that Sizer neglects the influence of a pleasant emotion induced by sad music that explains why listening to sad music is pleasant: Being Moved. I conclude that Sizer offers a counterproductive characterization of the Puzzle of Musical Tragedy.