In order to investigate mental health problems among professional musicians, we estimate the prevalence of symptoms of anxiety and depression (psychological distress) among musicians compared to the general workforce. A total sample of 1,607 musicians from the Norwegian Musicians Union answered an online questionnaire about demographic characteristics, lifestyle and symptoms of anxiety and depression. They were compared to a sample of the Norwegian workforce (n = 2,550) drawn from the Norwegian survey of level of living 2012. Based on logistic regression analysis adjusting for age, sex, education level, smoking status, alcohol usage, use of drugs, physical exercise and financial status, we compared anxiety and depression symptom levels in musicians to a variety of professions. Psychological distress was more prevalent among musicians than in the total workforce sample. Solo/lead performers, vocalists, keyboard instrument players and musicians playing within the traditional music genre reported the highest prevalence. Further research needs to map the psychosocial and personal factors contributing to the higher degree of depression and anxiety symptoms among musicians, as well as establishing evidence-based preventative measures.