Feeling connected to music, other performers, and the audience is one of the more joyful experiences of music-making. Participating in musical activities can create a shared social and emotional space where individual expression blends with collective energy in a powerful happening that resonates beyond the final note. Free musical improvisation provides the potential for collective discovery in a communal environment and a mode of liberation (Borgo, 2002). When performed with others, collective free musical improvisation (CFMI) is a socio-communicative action that requires dynamic negotiation among performers to develop, and sustain conversations on an unstable, socio-emotional musical platform (Ng, 2019). This multiple case study examined seven musical groups engaged in CFMI. Data were collected through group interviews with each ensemble to explore shared understandings of their collective improvisation. Each group was then observed in performance, with detailed field notes recorded to document social and musical interactions, and contextual aspects of the performance. Performances were video recorded to support analysis and participant reflection. Following the performances, individual interviews were conducted with selected members from each group (n = 18). During these interviews, participants were shown video excerpts of their performance to stimulate discussion and elicit deeper reflections on their experiences of connection, belonging, and intention in the free improvisational context. Findings suggest that CFMI provides fertile ground for participants to explore and negotiate the “dialogical self” (Hermans, 1996), supporting the development of both individual and collective musical identities (Miell, Hargreaves & MacDonald, 2017). Participants experienced deep and meaningful connection, expanding outwards from self, to others in the group, to audience, and to a broader sense of spiritual togetherness when engaged in CFMI. This highlights the potential of CFMI to function as a dialogical and relational practice in music education. However, the study also revealed how power imbalances may emerge as certain forms of social, cultural, and musical capital are privileged. These imbalances have the potential to influence whose musical voices are amplified, and who is left feeling disconnected.