Background: Professional musicians, particularly wind instrumentalists, are exposed to significant physical and psychological demands that may increase their risk for musculoskeletal pain and music performance anxiety (MPA). Despite this, few studies have comprehensively examined these issues within the Latin American context. Objective: This study aimed to (1) characterize the prevalence and nature of musculoskeletal pain and MPA among Brazilian wind orchestra musicians, and (2) investigate the relationship between these conditions. Methods: A cross-sectional study was conducted with 50 professional wind musicians from symphony and chamber orchestras in Rio de Janeiro, Brazil. Data collection involved validated instruments: the Musculoskeletal Pain Intensity and Interference Questionnaire for Musicians—Brazilian version (MPIIQM-Br) and the Kenny Music Performance Anxiety Inventory (K-MPAI). Descriptive statistics summarized the prevalence and characteristics of pain and anxiety. Spearman’s rank-order correlations assessed associations between MPA and pain-related outcomes. Results: Musculoskeletal pain was highly prevalent, with 88% of participants reporting lifetime pain and 84% reporting pain within the past year. The mean K-MPAI score was 114.48 (±37.01), indicating severe MPA levels. Significant positive correlations were found between MPA and all pain intensity and interference measures, particularly pain-related interference with mood (rs = 0.557), playing well (rs = 0.497), and peak pain intensity (rs = 0.498; all p < 0.001). Conclusion: The findings reveal a high prevalence of both musculoskeletal pain and MPA among Brazilian wind musicians, with a clear and meaningful interplay between these conditions. These results highlight the need for integrated biopsychosocial interventions to support the health and sustainability of professional musicians’ careers. Future research should focus on evaluating multidisciplinary prevention strategies and exploring causal mechanisms underlying these associations.