Background: COVID-19 has posed a significant global threat to public health due to its high contagion risk and lack of effective treatment. While quarantine measures have been crucial in controlling the virus’ spread, they have also contributed to negative impacts on individuals’ mental health. Music listening has emerged as a potential coping mechanism, yet it remains unclear whether mental well-being varies across music preferences. Objective: This study examined individuals’ music-listening preferences in the context of COVID-19 quarantine and assessed the mediation pathways linking 5 types of music to mental health levels, mediated by perceived social connectedness as well as sense of security. Methods: A web-based survey was conducted among people with quarantine experience in September 2022, in mainland China. A total of 712 valid questionnaires were returned and 596 samples were finally included in our study for mediation analysis. Results: The results revealed that the vast majority (596/623, 96%) of respondents had music-listening experiences during the COVID-19 quarantine, with pop music emerging as the most popular preference among respondents, while quyi was the least listened-to genre. Additionally, listening to music across 5 different genres appeared as a significant parameter indirectly linked to mental health through perceived social connectedness. Specifically, engaging with quyi was associated with higher levels of perceived social connectedness and sense of security, which in turn correlated with improved mental well-being. Conversely, individuals listening to jazz reported lower social connectedness and sense of security, which was subsequently linked to increased mental health problems. The potential reasons for these findings and implications are discussed. Conclusions: This study significantly contributes to the understanding of the mechanisms behind music-listening preferences in stressful environments. Specifically, our findings highlight the mediating roles of perceived social connectedness and sense of security in the relationship between music preferences and mental health outcomes during the quarantine period. These insights provide valuable guidance for developing interventions that use music to enhance mental health, thereby broadening the scope of studies on environmental stimuli and their impact on mental well-being.