Patients undergoing shock wave lithotripsy (SWL) have a high level of anxiety. This study was aimed to compare the effect of music therapy and aromatherapy on patients' anxiety levels during SWL. In this clinical trial, 176 patients undergoing SWL were randomly assigned to four groups: music therapy, aromatherapy, combined music therapy and aromatherapy, and control. The state-trait anxiety inventory (STAI) was used to collect data. In the aromatherapy group, three drops of rosemary essential oil were used during SWL. For the music therapy group, soft music was played during SWL. In the music therapy and aromatherapy group, soft music and three drops of rosemary essential oil were used simultaneously. In the control group, three drops of aromatic distilled water were used. The results showed that all patients had moderate anxiety before the intervention. The analysis of variance test did not show a statistically significant difference between the groups, but this difference was significant after the intervention. The levels of anxiety after the intervention were higher in the music therapy, aromatherapy, and combined music therapy and aromatherapy groups than in the control group. The results of the paired t-test showed the level of anxiety after the intervention was significantly increased in the intervention group (P < 001). In conclusion, the results indicated that music therapy, aromatherapy, and combined music therapy and aromatherapy had no effect on reducing patients' anxiety during SWL.