Concepts from cognitive science (CS), including music psychology and performance science, are rarely taught to conservatory students, even though these topics are likely useful for their practice and performance of music. This study examines the effectiveness of student-centered learning (SCL) and project-based learning (PBL) methods for teaching CS to undergraduate conservatory students in a module on The Psychology of Music Performance. The results gleaned from student assignments and feedback show that the module activities, especially the SCL and PBL components, were largely successful in deeply engaging the students, resulting in knowledge acquisition as well as critical thinking. The findings suggest that a well-balanced teaching approach incorporating elements of SCL and PBL is capable of instilling both breadth and depth of learning of relevant CS findings in the music conservatory context.