This paper explores What is Religion? and How to Study It?, two questions that have again captured great attention among scholars of religion in recent decades. It first refutes scientific reductionism as a product of the Enlightenment that tends to reify religion. It also questions the dualistic mode of thinking that separates the researcher from the believer. Instead, it proposes a thesis that linkens religion to music, considering it essential both from epistemological and hermeneutic points of -view. To substantiate this stance, the paper proceeds on two levels, one individual or psychological, the other corporate. For the former, it draws on the theories brought about by Friedrich Schleiermacher, Rudolf Otto, and William James as support For the latter, it refers to the insights of Andrew M. Greeley and Alfred Schutz for inspiration. All in all, the paper affirms that human agency is the subject and the centrality of religion. Although religious expressions are diverse, human religiosity is universally delicate, sensitive, and holistic. It is highly appropriate, the paper argues, to compare it to the learning of music, if one intends to understand it. This analogical approach, the paper concludes, views religion as an integral whole and, as well, reminds the researcher of the importance of such indispensable commitments as attentive listening, participation, and his or her role as an interpretive mediator.