Objectives <p>The aim of this study was to analyze the effects of self-selected music on the rating of perceived exertion (RPE), psychological state, and physical performance during a high-intensity intermittent exercise (HIIE) test protocol.</p> Methods <p>This study employed a randomized, counterbalanced crossover design involving two experimental sessions conducted under different conditions: with and without music. Twelve male kickboxing athletes participated in the research. Each session involved an HIIE protocol specifically adapted to simulate kickboxing performance, comprising three 2-min rounds interspersed with 1-min passive recovery intervals (work/rest ratio of 1:1). The protocol incorporated sport-specific techniques (jab, cross, and roundhouse kick) delivered (in an all-out manner) against a heavy bag. All punches were recorded for subsequent quantitative analysis. Psychological state was assessed using the List of Illustrated-Lowered Psychological States (LILS) questionnaire, administered immediately before (pre) and after (post) the HIIE test protocol. RPE was recorded at the end of each round. The Friedman test was applied, and the effect size (r) was calculated, adopting a significance level of <i>p</i> ≤ 0.05 to assess statistical differences.</p> Results <p>No significant differences were observed in the number of strikes or in RPE between the conditions music and no music (<i>p</i> &gt; 0.05). However, there were significant differences in psychological variables, with an increase in feelings of activation/energy with music (<i>p</i> &lt; 0.05). </p> Conclusions <p>The results of this study suggest that music can be an effective strategy for increasing motivation and reducing shyness during HIIE sessions with kickboxing movements.</p>