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| Music by | Mike Renzi |
| Lyrics by | Christine Ferraro |
| Publisher | Easy Strider Music Inc. Sesame Street Inc. |
"The Music That We Play" is a Sesame Street song from the 2001 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.