A sobering reality is that suffering is part of our human experience. The innumerable forms of suffering include physical pain, mental or emotional anguish, social injustice, economic setbacks, and profound loss. There is also suffering that is self-imposed, instructional, or sacrificial. Remarkably, music is indispensable during suffering and varies from individual to individual, even among those who believe in a higher power or God. This perspective paper explores how we choose the music to engage with while suffering in the context of theodicy: the study of why suffering occurs under the purview of a loving, omnipotent, omniscient, and omnipresent God. The paper begins with describing the narrative in the Book of Job from the Tanakh and Bible as the foundation of theodicy. It then expounds on the definition of theodicy, reviews the literature on the relationship between theodicy and music, and presents four classifications for viewing God in relation to theodicy and music: no God-view, internal God-view, external/authoritarian God-view, and transcending/transformational God-view. The paper concludes with suggestions for future research on theodicy and music, including comparing compositional devices to represent suffering from non-Western and Western music, exploring the relationship between truth and suffering, and challenging the four classifications of God-views discussed in this paper.