"The Music That We Play" is a Sesame Street song from the 2000 video, Elmo's Musical Adventure: Peter and the Wolf.

The song is performed by Elmo, Big Bird, Telly Monster and Zoe as they form a band and introduce their favorite instruments to play. However, when they put all their instruments together, they make a loud racket instead. At the end of the video, Baby Bear teaches them to play in harmony and they sing a short reprise of the song.