Captive animal welfare is important for establishments that exhibit species for education, conservation, and research. However, captive animals are often exposed to a number of potential stressors, such as visitors and anthropogenic noise. We aimed to identify the impact of a concert series on the behaviour of Fiordland penguins (<i>Eudyptes pachyrhynchus</i>; <i>n</i> = 2), and solitary- (<i>n</i> = 1) or group- (<i>n</i> = 4)-housed collared peccaries (<i>Pecari tajacu</i>). Animal behaviour, visitor density, and visitor behaviour was monitored pre-concert (afternoons; 16:00–19:00), during the concert (evenings; 19:00–21:00), and post-concert (nights; 21:00–00:00) on concert days (penguin <i>n</i> = 7 days; peccary <i>n</i> = 8 days) and in the same periods on days when there was no concert (penguin <i>n</i> = 8 days; peccary <i>n</i> = 6 days). Fiordland penguins spent more time surface swimming and diving in the pool on concert afternoons and evenings (all <i>p</i> < 0.001), more time in the nest on concert nights (<i>p</i> < 0.001), preened less on concert afternoons and nights (<i>p</i> = 0.019), and engaged with their habitat less on concert evenings and nights (<i>p</i> = 0.002) compared to these periods on days without a concert. The group-housed peccaries slept more in the afternoon and evening (<i>p</i> ⋜ 0.01) and were more vigilant at night (<i>p</i> = 0.009) on concert days compared to no-concert days. The solitary-housed peccary slept more on concert nights (<i>p</i> = 0.035), rested more frequently across all time periods on concert days (<i>p</i> < 0.001), and used the front of the enclosure more across all concert time periods (<i>p</i> < 0.001) compared to no-concert days. We provide evidence that behaviour was altered on event days; however, we cannot determine the nature of these changes. Further research is needed to understand the impact of music concerts on zoo animal welfare.