Music elicits emotional and physiological responses in humans, providing excitement, mood elevation, relaxation, sedation and so on. Previous studies have been conducted on the effects of music, while little is known about the effects for the cognitive information processing. In this study we introduced various types of physiological indices, and explored the effects of music on participants\' subjective and physiological responses to stress. First, eight participants (mean age; 25.6) were requested to perform a mental calculation task for 30 minutes. After that, they were exposed to music ("Bolero" by M. Ravel) for 13 minutes, while others were exposed to noise or just stayed in silence as controls. State-Trait Anxiety Inventory (STAI), salivary Immunoglobulin A (sigA), auditory event-related potentials (ERPs), heart rate (HR) and spectral analysis of heart rate variability (HRV) were assessed through the experiment. RESULTS: 1) After the calculation task: P300 amplitude of auditory ERPs significantly diminished (p = 0.027). Saliva secretion rate decreased (p = 0.028) and salivary IgA levels rose (p = 0.017) significantly. LF/HF ratio significantly increased (p = 0.042). 2) After music ("Bolero"): P300 amplitude significantly expanded (p = 0.048). State anxiety levels significantly lowered (p = 0.007). No significant physiological effect was found in those exposed to noise or silence. Our results of salivary IgA and LF/HF ratio suggest that the calculation task activates immune and sympathetic nervous system, while these systems are not affected by music. On the other hand, the result of P300 amplitude suggests that the central nervous system for the cognitive information processing is inactivated by the calculation task, and it can be recovered by music. The results of this study indicated that relaxing music is useful for the stress management, which invite further empirical investigation.