More than a quarter of classical music fans have tried cannabis, says a study from the University of Leicester.
Researchers were trying to find out what people's taste in music revealed about their lifestyles.
They discovered that fans of every style of music had taken drugs, with those who preferred DJ-based club music topping the list.
The study also revealed that blues buffs are the most likely to have received a driving penalty.
More than 2,500 people were interviewed for the study, which is published in the scientific journal Psychology of Music.
They answered questions on their living arrangements, political beliefs, education, work and pastimes.
Fans of musicals come out as the most mild-mannered group, with the lowest level of drug-taking and criminal acts.
They also drink less regularly than other music fans, and are among the most likely to do charity work.
But followers of hip hop and dance music are more likely to have had multiple sex partners over the last five years and were among the biggest drug-takers surveyed.
"It comes out in the study that, in these types of music, fans score worse in various behaviours, such as criminality, sexual promiscuity and drug use," said Dr Adrian North, who led the research.
"It was shown that this had nothing to do with their ethnic backgrounds," he added. "The behaviour was linked purely to musical taste in its own right."
The study did reveal links between education and musical preferences.
People with a PhD or Masters degree are more likely to enjoy opera, jazz, blues or classical music.
Musical taste also proved indicative of financial status, with fans of adult pop and classical music the most well-off.
They are even more likely to pay off their credit card bills each month than the less solvent fans of hip-hop, rap, dance and club music.
The report's authors acknowledge that some of these findings are related to age and social class.
To paint a more accurate picture of how musical tastes correlate with people's lifestyles, they are now seeking to expand their survey on a global scale.
They hope to recruit 10,000 interviewees on their website for further research, which is being funded by the British Academy.
"We want to paint the first worldwide picture of who likes what," said Dr North.