Music performance anxiety (MPA) is considered a social anxiety disorder (SAD). Recent conceptualizations, however, challenge existing MPA definitions, distinguishing MPA from SAD. In this study, we aim to provide a systematic analysis of MPA interdependencies to other anxiety disorders through graphical modeling and cluster analysis. Participants were 82 music students (Mage = 23.5 years, SD = 3.4 years; 69.5 with the majority being vocal (30.5, string (24.4, or piano (19.5 students. MPA was measured using the German version of the Kenny Music Performance Anxiety Inventory (K-MPAI). All participants were tested for anxiety-related symptoms using the disorder-specific anxiety measures of the Diagnostic and Statistical Manual of Mental Disorders (5th ed., DSM-5), including agoraphobia (AG), generalized anxiety disorder (GAD), panic disorder (PD), separation anxiety disorder (SEP), specific phobia (SP), SAD, and illness anxiety disorder (ILL). We found no evidence of MPA being primarily connected to SAD, finding GAD acted as a full mediator between MPA and any other anxiety type. Our graphical model remained unchanged considering severe cases of MPA only (K-MPAI ⩾ 105). By means of cluster analysis, we identified two participant sub-groups of differing anxiety profiles. Participants with pathological anxiety consistently showed more severe MPA. Our findings suggest that GAD is the strongest predictor for MPA among all major DSM-5 anxiety types.