According to self-determination theory (SDT), the learning experiences of music students can be explained partly by the autonomy-supportive style adopted by their music teachers. To provide the first in-depth understanding of how music performance teachers support the autonomy of their students and how this support is related to students' well-being, we adopted SDT and the PERMA model of well-being. We provide answers to three fundamental questions about teacher-student relationships in music: (1) Do music performance teachers support the autonomy of their students in higher music education? (2) How do students perceive this support? and (3) How does autonomy support affect music students' well-being? Music performance teachers (n = 35) and students (n = 190) were recruited from higher music education institutions in the United Kingdom. Analyses included mean comparisons of teachers' and students' answers to survey questions, correlational analyses of teacher-student dyads' responses on measures, and qualitative analyses of open-ended questions. Results showed that teachers and students mostly agreed that teachers provide autonomy support to their students. Teachers' transmission of passion for music and autonomy-supportive behaviors were related to students' well-being, whereas controlling behaviors hindered well-being. Qualitative results showed that although students put well-being at the core of their concerns, music teachers seemed unaware or ill-prepared to face those concerns.