Their new study found the effect was more noticeable among men and participants who selected their own playlist.
Self-selected music also had the power to boost self-esteem among those who were already performing well - but not among participants who were performing poorly.
"While the role of music in evoking emotional responses and its use for mood regulation have been a subject of considerable scientific interest, the question of how listening to music relates to changes in self-evaluative cognitions has rarely been discussed," said study author Dr Paul Elvers, of the Max Planck Institute for Empirical Aesthetics.
"This is surprising, given that self-evaluative cognitions and attitudes such as self-esteem, self-confidence and self-efficacy are considered to be sensitive to external stimuli such as music."
Elvers and his team specifically looked at whether listening to motivational music could boost performance in a ball game, enhance self-evaluative cognition and lead to riskier behaviour.
The study divided 150 participants into three groups that performed a ball-throwing task from fixed distances and filled in questionnaires while listening to either participant-selected music, experimenter-selected music or no music at all.
It revealed that listening to music didn't have any positive or negative impact on overall performance or on self-evaluative cognitions, trait self-esteem or sport-related anxiety.
But it did increase the sense of self-esteem in participants who were performing well and also increased risk-taking behavior - particularly in male participants and participants who could choose their own motivational music.
"The results suggest that psychological processes linked to motivation and emotion play an important role for understanding the functions and effects of music in sports and exercise," Elvers said.
"We believe that music's ability to induce pleasure as well as its function with respect to self-enhancement serve as promising candidates for future investigations."
A cold plunge might ease post-surgery pain
A short, sharp dip in cold water might help relieve severe persistent pain after surgery, UK doctors say.
They reached their conclusions, just published in the journal BMJ Case Reports, after operating a man whose post-surgery pain wasn't being eased by prescribed strong painkillers or staged physiotherapy.
Exercise and movement just made the pain worse, stopping him from completing his rehabilitation and recovery, and wrecking his quality of life.
Before his surgery, the young man had been a keen triathlete, and so had swum competitively in open water.
He thought that a cold water swim would, at the very least, provide some welcome distraction from the searing pain, so returned to the same coastal spot where the triathlon took place.
The only way to enter the water there was to plunge in from a rocky outcrop, before swimming for around 60 seconds and clambering back to shore.
To his surprise, he felt no pain while he was in the water - and hadn't felt any since. His health was now back on the track and he was competing again.
The authors, rom Cambridge and East Anglia universities, stressed that was only one case.
"Due to the nature of retrospective case reports, it is unclear, without further evidence, whether the exposure to forced cold water swimming is causally and specifically related to pain remission."
But given the timeframe and the absence of any alternative explanations other than pure chance, it seemed as if the cold water plunge might have afforded, at least in this instance, quick pain relief.
How this might have happened wasn't clear, but there were some possible explanations.
The shock of the sudden cold water immersion might have induced a wave of sympathetic nervous system activity: the body's response to this has been linked to an altered state of consciousness.
This in turn might have altered pain perception, offering instant relief.
As to why the man's pain disappeared completely over the long term, the authors suggest that his reduced mobility might have helped maintain the pain; the pain relief he felt in the water would have enabled him to move freely, so breaking that cycle.
Nerve pain could be very difficult to treat and is associated with structural changes in the brain and a legacy of psychological problems if it doesn't respond to conventional treatment.