The purpose of this study was to explore musicians' approaches to performance during practice and identify the factors that underpinned their approaches. We hypothesised that musicians would be able to recall their focus, knowledge and thoughts of their own repertoire during music performance and that such data would reveal musicians' cognitive behaviours during the performance. By analysing musicians' retrospective verbal protocols, we found that musicians used four main reasoning processes -- "study," "static analysis," "intuition" and "performer's analysis" -- in their approach to music performance. The findings show that musicians utilise multiple cognitive behaviours for music performance. The implications for instrumental music teaching are discussed.