Music performance anxiety (MPA) can seriously and negatively affect musicians' performance and quality of life--physically, mentally, and behaviorally. In the present study, factors related to the MPA of students receiving classical Western music education in the conservatory in a holistic framework were examined to ascertain the physical, mental, and behavioral symptoms; temporal processes; environmental factors; coping strategies; and educational expectations and desires related to this condition. In addition to investigating causative factors in such a framework, the content analysis method was used on data collected from semi-structured interviews with conservatory students. The results show that the main causative factors of MPA included a jury's negative evaluation, attitudes, and/or behaviors; their symptoms included trembling, muscle contraction, and distraction. The main coping strategy among participants was positive self-talk; remarkably, they had no theoretical knowledge of positive self-talk. Most significantly, considering that performance is integral to musical education training, students stated that the conservatory needs to integrate into the curriculum a course, counseling, and activities that address MPA.