Music is an essential component in our everyday lives and experiences, as it is a way that we use to express our feelings, emotions and cultures. In this study, we explore the association between music genre preferences, demographics and moral values by exploring self-reported data from an online survey administered in Canada. Participants filled in the moral foundations questionnaire, while they also provided their basic demographic information, and music preferences. Here, we predict the moral values of the participants inferring on their musical preferences employing classification and regression techniques. We also explored the predictive power of features estimated from factor analysis on the music genres, as well as the generalist/specialist (GS) score for revealing the diversity of musical choices for each user. Our results show the importance of music in predicting a persons moral values (.55-.69 AUROC); while knowledge of basic demographic features such as age and gender is enough to increase the performance (.58-.71 AUROC).