Musical independence is a common objective for large-ensemble classes, but traditional, teacher-centric instructional practices for these groups may discourage rather than promote students' critical thinking and decision making in music. Cognitive apprenticeship provides an instructional approach through which student musicians can develop skills for musical independence, including critical thinking and problem solving, while at the same time maintaining high-quality large ensembles. This process involves three stages of instruction: modeling, coaching, and fading. This article presents examples from several band directors who use a cognitive apprenticeship approach that can be applied to all types of large ensembles to help students develop the skills and competencies needed to engage with music meaningfully on their own, both within and outside the music classroom.