The impact of music listening on reducing study-abroad anxiety has long been a research topic of academic concern, yet studies focusing on cross-cultural music learners remain a rarity. Our study examined 20 undergraduate and 3 postgraduate music students who graduated from a music conservatory in China and were studying abroad. Using group and individual interviews, we intended to explore the impact of Collaborative Playlists (CP)—a social music listening method—on alleviating music learner's study-abroad anxiety. Grounded theory was used for analyzing data. Results showed a positive correlation between music listening and the reduction of study-abroad anxiety, with this correlation being particularly prominent for anxiety triggers like language barriers and cultural adaptation difficulties. However, no significant correlation was found between music listening and academic pressure or interpersonal alienation. Moreover, CP demonstrated positive synergies with music listening in intervening in study-abroad anxiety. Findings further revealed that participants demonstrated a collective focus on their music specialties, cognitive advantages in music selection when using CP, and shared needs in building social networks and boosting professional development. Their core motivations for using CP—promoting professional progress and overcoming interpersonal alienation—stemmed from their efforts to actively build cross-cultural professional competitiveness, and also reflected the value of social music listening in bridging interpersonal gaps. This thus provides a practical path integrating professionalism and sociability for intervening in study-abroad anxiety among these learners. Notably, this research also echoes the conference theme of "Unity in Music Education: Building Bridges for All"—by leveraging social music listening methods like CP, music education not only supports cross-cultural music learners in alleviating study-abroad anxiety but also serves as a bridge to connect individuals across cultural and interpersonal divides, fostering a more unified and inclusive environment for music learning and development on a global scale.