Is it legal to download music for personal use?

Could you please clarify the legal status of downloading music for personal use? I understand that some forms of downloading music without permission may be considered illegal, but I'm unsure if the same applies when the music is downloaded solely for personal listening. Is there a specific law or regulation that governs this practice? Additionally, are there any potential consequences for engaging in this activity without proper authorization? Thank you for your assistance in clarifying this matter.