An expanded definition of diplomatic practice to include “citizen diplomacy” allows scholars to analyze musical performances, when they travel across international borders, as acts of diplomacy. Music can perform diplomatic functions, defined as representation and communication. As a social activity, embedded in a specific socio-political context, music is loaded with symbolic meaning which subsequently is interpreted by the receiving society. The case study shows how performers of Russian music on the stages of two Baltic States (Latvia and Lithuania) take on or are assigned the roles of representatives of Russia. Public media and influential opinion makers take on the task of interpreting the meanings of Russian music in the Baltic public spheres and thus shape the opinions of Baltic populations on Russia. Although the State is not a necessary actor in the practice of musical diplomacy, sometimes, especially when the symbolic value of music is made related to the issues of national security, it intervenes in controlling the meaning of private musical initiatives. Paying close attention to the socio-political contexts in which musical diplomacy occurs may help it to become a useful concept to better explain international relations.