The purpose of this study was to find out the effect of self-regulated learning on music performance anxiety through collaborative learning. For this purpose, 25 students at A middle school in Gyeonggi-do were attended in the instrumental ensemble class at the free semester in 2017, and it was examined that how the level of music performance anxiety was changed as their self-regulated learning ability improved. Through the correlation analysis, it was examined that how the improved scores of self-regulated learning ability was correlated with the improved scores of music performance anxiety. The results of this study are as follows. First, the result of t-test analysis of pretest and posttest of self-regulated learning ability and music performance anxiety level shows that collaborative learning through the instrumental ensembles affects the improvement of self-regulating learning ability. Also it was not statistically significant that the degree of music performance anxiety was increased during the instrumental ensemble learning. Second, there was a significant correlation between the self-efficacy and the level of music performance anxiety. This indicates that the improvement of self-efficacy in instrumental ensembles affects the level of music performance anxiety. These results suggest that self-regulated learning is effective in overcoming music performance anxiety, although performance anxiety can be appeared by comparing with other people through instrumental ensembles. A more specific conclusion can be obtained if a empirical study follows on whether self-efficacy through collaborative learning has a effect on music performance anxiety.