Musical hallucinations (MH) involve the false perception of music in the absence of external stimuli which links with different etiologies. The pathomechanisms of MH encompass various conditions. The etiological classification of MH is of particular importance and offers valuable insights to understand MH, and further to develop the effective treatment of MH. Over the recent decades, more MH cases have been reported, revealing newly identified medical and psychiatric causes of MH. Functional imaging studies reveal that MH activates a wide array of brain regions. An up-to-date analysis on MH, especially on MH comorbid psychiatric conditions is warranted. To propose a new classification of MH; to study the age and gender differences of MH in mental disorders; and neuropathology of MH. Literatures searches were conducted using keywords such as "music hallucination," "music hallucination and mental illness," "music hallucination and gender difference," and "music hallucination and psychiatric disease" in the databases of PubMed, Google Scholar, and Web of Science. MH cases were collected and categorized based on their etiologies. The t-test and ANOVA were employed (P < 0.05) to compare the age differences of MH different etiological groups. Function neuroimaging studies of neural networks regulating MH and their possible molecular mechanisms were discussed. Among the 357 yielded publications, 294 MH cases were collected. The average age of MH cases was 67.9 years, with a predominance of females (66.8% females vs 33.2% males). MH was classified into eight groups based on their etiological mechanisms. Statistical analysis of MH cases indicates varying associations with psychiatric diagnoses. We carried out a more comprehensive review of MH studies. For the first time according to our knowledge, we demonstrated the psychiatric conditions linked and/or associated with MH from statistical, biological and molecular point of view.