There is a significant amount of scholarship debating the relationship between music and theology, primarily concerned either with how music might be used as part of prayer and worship or as a conceptual model for understanding certain aspects of doctrine. However, very little consideration is given to the question of how music might facilitate in some way an experience of something transcendent. This study aims, therefore, to discover how music might open the door for listeners to an experience of religion or transcendence through its forms and features. It relies on an understanding of religion that is not based on practice or doctrine, and so uses the work of Friedrich Schleiermacher to outline a conception of religion as an experience of the 'infinite' which is beyond immediate experience. We notice a similar experience of the infinite highlighted in E.T.A Hoffmann's writing on music, which emphasises music's ability to point its listeners toward the infinite. Central to this experience for both scholars is the feeling of yearning on the part of the individual to reach out toward the infinite, having being made aware of the possibility of this experience. For Schleiermacher, some kind of vehicle is necessary to create this feeling of yearning in order to prompt an experience of the infinite; for Hoffmann, music acts as such a vehicle. An analysis of two orchestral works by Beethoven and Schubert as case studies demonstrates how musical features can create for the listener this feeling of yearning that creates the context for an experience of the infinite. Unlike Hoffmann, for whom the link between music and the infinite is rather too direct, this study concludes that, though music might create the context for an experience of the infinite, the onus is ultimately on the listener to take up the opportunity of such an experience and to appropriate it as an experience of faith. This study addresses an under-developed area of research in terms of theology and music by examining how it is that music might create the context for its listeners for an experience of the infinite. In doing so, it goes beyond ideas of how music might speak to those who already have faith to explore the role music might play in creating an experience that might lead to faith, and it is hoped that the analysis of the case studies in this study might create a model by which other styles and genres of music can be similarly analysed.