The paper aims to present the extent to which the application of the concrete mathematical and musical play contributes to the child's cognitive development. The research was conducted in two international schools in Belgrade, using the play titled 'Musical Monkeys'. The results of the research have shown that this kind of approach in working with children encourages attention and motivation, activity and engagement, while requiring and encouraging critical thinking in solving the set of mathematical or musical tasks and contributing to cooperation as well as finding a joint strategy in problem-solving. The obtained results confirm that the children established connection between the mathematical and musical segments, reaching a culmination in a moment of interest within the play, and rises inevitable question -- how can mathematics and music be connected?