This study investigated the effects of group music therapy on improving anxiety, depression, and self-esteem in Chinese prisoners. Two-hundred male prisoners were randomly assigned to music therapy (n = 100) or standard care (n = 100). The music therapy had 20 sessions of group therapy compared with standard care. Anxiety (State and Trait Anxiety Inventory [STAI]), depression (Beck Depression Inventory [BDI]), and self-esteem (Texas Social Behavior Inventory [TSBI], Rosenberg Self-Esteem Inventory [RSI]) were measured by standardized scales at baseline, mid-program, and post-program. Data were analyzed based on the intention to treat principle. Compared with standard care, anxiety and depression in the music therapy condition decreased significantly at mid-test and post-test; self-esteem improved significantly at mid-test (TSBI) and at post-test (TSBI, RSI). Improvements were greater in younger participants (STAI-Trait, RSI) and/or in those with a lower level of education (STAI-State, STAI-Trait). Group music therapy seems to be effective in improving anxiety, depression, and self-esteem and was shown to be most beneficial for prisoners of younger age or with lower education level.