A headgear assembly is provided with an integrated music or other sound player supportable therein. The headgear assembly includes a headband or cap with pouches therein for various portions of the music player. In particular, a left speaker pouch is provided for a left speaker, a right speaker pouch is provided for a right speaker and a player pouch is provided for a sound player. A wire harness is also provided to preferably removably attach the speakers to the sound player. The headband or cap with the pouches therein holds the player and speakers directly adjacent a head of the user, and with the speakers directly over ears of the user. Controls on the player are accessed through a window in an outer panel of the headband or cap to allow user access. The player, wire harness and speakers are all substantially concealed within the headgear assembly.