Classical musicians are under constant pressure to perform at near perfect levels, and are highly vulnerable to the negative effects of music performance anxiety. This study aimed to examine the mechanisms by which two types of perfectionism (personal standards and evaluative concerns) relate to music performance anxiety, and to explore the moderating roles of active and avoidant coping on the relationship between these perfectionism types and music performance anxiety. A sample of 118 classical performing musicians (35 males, 82 females, 1 other; M[subscript age] = 42.00, SD = 14.68) were recruited to participate in an anonymous online questionnaire assessing music performance anxiety, coping and perfectionism. Results indicated that the two dimensions of perfectionism were positively associated with music performance anxiety. Personal standards perfectionism was associated with active coping, and evaluative concerns perfectionism with avoidant coping. Active coping moderated the relationship between personal standards perfectionism and performance anxiety, but only at high and medium levels. Contrary to the prediction, avoidant coping did not moderate the relationship between evaluative concerns perfectionism and performance anxiety. These findings highlight key relationships between music performance anxiety and the interaction of personal standards perfectionism and active coping.