The therapeutic relationship is central to music therapy practice. In this article, the authors describe an important thread of learning about relationship building that emerged in an action research project with three communities supporting marginalized young people in Melbourne, Australia. Specifically, this article articulates critical considerations about relationship building for music therapists striving for collaboration in their practice. Collaboration and participatory practice are increasingly described in the music therapy literature, reflecting contemporary notions of inclusion and consumer participation worldwide. As music therapy practices continue to evolve in an increasingly diverse range of contexts, it is important that foundational concepts that underpin music therapy are re-examined to avoid tokenism and ensure best practice. In this article, we propose two aspects of relationship building—“hanging out’ and ‘buying in”—that emerged in this study as essential to music therapy projects with a collaborative orientation.