Capitalizing from neuroscience knowledge on how individuals are affected by the sound environment, we propose to adopt a cybernetic and ecological point of view on the musical aesthetic experience, which includes subprocesses, such as feature extraction and integration, early affective reactions and motor actions, style mastering and conceptualization, emotion and proprioception, evaluation and preference. In this perspective, the role of the listener/composer/performer is seen as that of an active “agent” coping in highly individual ways with the sounds. The findings concerning the neural adaptations in musicians, following long-term exposure to music, are then reviewed by keeping in mind the distinct subprocesses of a musical aesthetic experience. We conclude that these neural adaptations can be conceived of as the immediate and lifelong interactions with multisensorial stimuli (having a predominant auditory component), which result in lasting changes of the internal state of the “agent”. In a continuous loop, these changes affect, in turn, the subprocesses involved in a musical aesthetic experience, towards the final goal of achieving better perceptual, motor and proprioceptive responses to the immediate demands of the sounding environment. The resulting neural adaptations in musicians closely depend on the duration of the interactions, the starting age, the involvement of attention, the amount of motor practice and the musical genre played.