Empathy plays a fundamental role in the prosocial development of young people today as an essential skill for interacting with other human beings. Music, particularly in a small group set up, offers a fitting context for its development. This article presents a review of the different studies and investigations that examine the effects that the development of empathic capacity can produce in small group instrumental practice, the capacity of empathy to induce modifications in the final result of a small group musical interpretation, and empathy and its relationship with small group musical interpretation from the field of education. The aim of this article is to review and analyse literature on how empathy is researched in the context of small group (between 2 and 10 individuals) music performance in order to enquire if the empathic ability constitutes a basic and decisive foundation in the development of multiple actions executed jointly with other individuals. For that purpose, different aspects are analysed: (1) definition of empathy and how it is measured; (2) the instruments used for its measurement; (3) the characteristics of the participants in the studies and their level of music experience; and (4) the type of activities undertaken. The analysis of the results indicates that defining empathy in this context is an ongoing process, and the concept is measured by standardised and ad hoc tests. It also shows that the type of studies and activities are related to the discipline in which they are carried out. Notably, there is a lack of studies regarding the field of study and the age and the level of musical experience of the performers.