I don't know and neither do I know what device this occurred on or the name of your music app. If you'd like for us to be able to assist you, please join the iMore Forums and reply in this thread. Thank you.
You might try finding it in spotlight search. Pull down from the middle of the screen to get spotlight search and type the name of your player in search.. If it is in a folder it will tell you that on the far right of your screen..