Background: Music has many positive effects on premature infants. Studies on the comfort and cerebral oxygenation of music in premature infants are limited. Aim: To examine the effects of classical and harp music on the comfort, heart rate, respiratory rate, oxygen saturation and cerebral oxygenation of premature infants in a neonatal intensive care unit (NICU). Study Design: This was a three-group randomized controlled trial. Methods: This study was conducted on 84 medically stable premature infants in an NICU of a medical faculty hospital. There were three groups: the classical music group (n = 28), the harp music group (n = 28) and the routine care group (n = 28). Two or three days a week, on different days, three sessions a day, a total of 15 sessions and 30 min of classical or harp music practice were performed. The sound levels of the classical or harp music were controlled between 50 and 55 dB. No music was applied to premature infants in the routine care group. For each session, physiological parameters, cerebral oxygenation and comfort level were evaluated and measured at pretest and post-test. Results: According to the time and group interaction, high comfort levels were observed in the classical/harp music group (p = 0.001, (Formula presented.) = 0.196, CI = 0.169–0.222), heart rate (p = 0.001, (Formula presented.) = 0.018, CI = 0.009–0.030) and respiratory rate were low in the classical music group (p = 0.001, (Formula presented.) = 0.019, CI = 0.010–0.031) and oxygen saturation was high in the classical music group (p = 0.027, (Formula presented.) = 0.006, CI = 0.001–0.013). There was a statistically significant difference between the average cerebral oxygenation values by group (p = 0.001, (Formula presented.) = 0.029, CI = 0.017–0.043). Conclusions: Classical or harp music is beneficial for increasing the comfort level of premature infants. Classical music is useful for stabilizing and improving heart rate, respiratory rate and oxygen saturation in premature infants. Relevance to Clinical Practice: Music is effective in increasing the comfort of premature infants and stabilizing their physiological parameters and can be applied by neonatal intensive care nurses.