Method for manufacturing a musical instrument string includes positioning an elongate wrap wire in a position to be wound about an elongate core wire having a round cross-sectional shape, the core wire including a core, a coating surrounding the core and a cylindrical outer surface. Winding of the wrap wire about the core wire is performed under winding conditions to cause the wrap wire to form a helical impression in the coating in which the wrap wire is situated. Material of the coating is selected to enable the coating to flow and form the impression and move upward into spaces between adjacent wrap wire windings. The winding conditions include tension on the core wire, tension on the wrap wire, winding speed and a temperature to which the core wire and/or wrap wire are heated. Glue or another adhesive is not used to bond the wrap wire and the core wire.