In music education, thinking is often construed in terms of acquiring conceptual knowledge of musical elements. Research has found, however, that instrumental music educators have largely neglected conceptual teaching and learning. This begs the following questions: What is the nature of thinking in instrumental music education? How should conceptual knowledge be taught and thinking skills be fostered in the rehearsal hall? In this paper, I draw on the writings of Confucius and John Dewey to construct a transcultural theory of thinking for instrumental music education. As I shall show, this theory comprises three facets, namely, experience, reflection, and imagination. This study grounds thinking in instrumental music education by leaning on the philosophical insights of two major philosophers, one each from Asia and the West. It illumines the theory and practice of instrumental music education and contributes to a growing corpus of cross-cultural research in music education relevant to the present globalized world.