The design of recommendation algorithms aware of the user’s context has been the subject of great interest in the scientific community, especially in the music domain where contextual factors have a significant impact on the recommendations. In this type of system, the user’s contextual information can come from different sources such as the specific time of day, the user’s physical activity, and geolocation, among many others. This context information is generally obtained by electronic devices used by the user to listen to music such as smartphones and other secondary devices such as wearables and Internet of Things (IoT) devices. The objective of this paper is to present a systematic literature review to analyze recent work to date in the field of context-aware recommender systems and specifically in the domain of music recommendation. This paper aims to analyze and classify the type of contextual information, the electronic devices used to collect it, the main outstanding challenges and the possible opportunities for future research directions.