Researchers at the Institute of Education, University of London inquired about the listening habits of 600 youngsters in the UK, the US, Greece and Japan, to reach the conclusion.
Most kids insisted that they turned off the music if they felt that it was distracting them while studying.
"There are indications that, overall, students do not play music while studying extensively and that they rarely play music while revising for examinations, memorising material or learning a foreign language and most often play music when thinking or writing," the Telegraph quoted the researchers, as stating in the study.
The study added: " This suggests that they are aware that their performance on some tasks will be impaired, namely those where the cognitive processes involved are shared with those involved in the processing of music.
"Across all age groups, there was disagreement that they turned music off when someone suggested that they should.
"This suggests that parents' attempts to prevent music being played while their offspring are studying are likely to be unproductive."
The study will be published in a forthcoming issue of Educational Studies.