Musical skills and expertise vary greatly in Western societies. Individuals can differ in their repertoire of musical behaviours as well as in the level of skill they display for any single musical behaviour. The types of musical behaviours we refer to here are broad, ranging from performance on an instrument and listening expertise, to the ability to employ music in functional settings or to communicate about music. In this paper, we first describe the concept of 'musical sophistication' which can be used to describe the multi-faceted nature of musical expertise. Next, we develop a novel measurement instrument, the Goldsmiths Musical Sophistication Index (Gold-MSI) to assess self-reported musical skills and behaviours on multiple dimensions in the general population using a large Internet sample (n = 147,636). Thirdly, we report results from several lab studies, demonstrating that the Gold-MSI possesses good psychometric properties, and that self-reported musical sophistication is associated with performance on two listening tasks. Finally, we identify occupation, occupational status, age, gender, and wealth as the main socio-demographic factors associated with musical sophistication. Results are discussed in terms of theoretical accounts of implicit and statistical music learning and with regard to social conditions of sophisticated musical engagement.