I'm not convinced we have had a cat or dog that is particularly interested in music

Of our current cats, Oedipus used to get disturbed by whistling sounds but he has gone pretty near stone deaf in his old age. The other one tolerates but appears to disapprove of my playing anything.

Our last dog (and maybe others - I can't remember) would join in a chorus of "Ow Ow Owwwwwwww" but I'm not sure if that classes as music.