Well thinking about this last night it could mean 2 different things.
1) Jewish music, like there is muslim music and christian music, so there is religous jewish music. (which is prob. what you mean)
This refers to music that helps you with your religion, get closer to Hashem.
This is what the OP meant.
2) Jewish music, arabic, chinese music…
Jews are the only religion that is also a nation. (Technically, muslims are a type of arab)