It is widely established that musicians possess a higher level in certain auditory perceptual abilities when compared to non-musicians. This improvement may be mediated, at least in part, by changes in the cochlear response induced by reflex activation of the olivocochlear efferent system. In this review, we describe and analyze the scientific evidence regarding possible differences in the efferent response in musicians and non-musicians. The main evidence observed is that musicians present a greater robustness of the efferent olivocochlear reflex when measured by suppression of otoacoustic emissions and compared to non-musicians. Analyzing the articles presented in this review, it is possible to point out that the differential role of the efferent effect in musicians is not yet established. There is not enough evidence to support the idea that the olivocochlear system favors comparative changes in the properties of musicians’ auditory filters. New studies with psychoacoustic techniques, among others, are needed to measure the effect of the olivocochlear reflex on tuning, gain, compression, or temporal resolution in musicians and non-musicians.