For me, music tends to increase the emotional pain. When my gf left me a decade or so ago, I surrounded myself w/ music (which did no good, of course--only allowed me to exercise my self-indulgence).I had an experience like that. My grief had a soundtrack in the form of a playlist loosely based on this album, which I think allowed me to overindulge and prolong the pain. For a long time the first notes would bring me right back into that headspace, and I so put it away for a while.
Then I decided to revisit it, expand the playlist, and now it's just music that I enjoy again.
But more to the point of the OP, if you are going through a tough period, I think it is important to be in the right headspace to enjoy your system, and not force it. The music you listen to will become entwined with whatever is happening in your life at the same time. As was pointed out earlier, engaged listening is a form of work; budget your energy accordingly.