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Description: Listening to music can cause experiences of nostalgia and melancholia. Although both concepts are theoretically related, to date they have not been analyzed together regarding their emotional and cognitive profiles. In this study, we identify their theoretical underpinnings and determine how they can be measured empirically. We analyze how listening to music causes nostalgia and melancholia, and whether both experiences are related to different behavioral intentions. To this end, we conducted an online experiment with 359 participants who listened to music they considered either nostalgic, melancholic, or neutral. Afterward, participants answered 122 questionnaire items related to nostalgia and melancholia. Using Structural Equation Modeling, and more specifically Multiple Indicators and Multiple Causes Modeling, we first developed two new scales: the Formative Nostalgia Scale and the Formative Melancholia Scale. Both scales consist of five items each. Results showed that listening to music indeed increased nostalgia and melancholia. Although considerably different, both concepts are related nonetheless. Listening to nostalgic music increases melancholia, whereas listening to melancholic music does not increase nostalgia. Also, both experiences are related to different behavioral intentions. Whereas experiencing nostalgia was associated with a stronger intention to share the music and to listen to it again, experiencing melancholia revealed the exact opposite relation.