The ability to convey emotions and induce pleasure is one of the most important aspects of the way that music becomes meaningful to humans. Affective responses to music are specific to both cultural and personal preferences, but little is known about the individual variability in adolescence. The Barcelona Music Reward Questionnaire (BMRQ) is a psychometric measure that identifies five factors associated with musical pleasure: Musical Seeking, Emotional Evocation, Mood Regulation, Social Reward, and Sensory-Motor. With this study, we aimed to validate the BMRQ in Danish teens and to explore the differences in music reward experiences in relation to the amount of musical activity, between genders and over ages. Approximately 30,000 Danish adolescents participated in a mass experiment with a subset (N = 4641, 51.2% girls, age range = 13-19 years old) responding to (1) a Danish adaptation of the BMRQ and (2) the Concurrent Musical Activities (CCM) Questionnaire. Both exploratory and confirmatory factor analyses were applied, and a seven-factor model of the BMRQ was found to fit the Danish adolescent population. The seven-factor version of the Danish BMRQ was due to the split of the dimensions "Sensory-Motor" and "Social Reward" into two further subfactors. The students with a higher amount of musical engagement scored higher across all dimensions. In particular, the higher the musical engagement, the higher scores were found for the facet of musical pleasure related to the sharing of musical activities, especially in the earliest stages of adolescence. Furthermore, we found that sensitivity to music generally tends to increase with age, and that girls reported overall to be more sensitive to music than boys in the dimension related to evocation of emotions. A slightly different model of the BMRQ has to be taken into account when testing the Danish adolescent population. In addition to utilizing the Danish version of the BMRQ on a large sample of adolescents, this study may provide insight into the relationship between changes in the level of musical reward depending on amount of musical engagement and how musical reward unfolds within and between genders and across age groups during this developmental stage.