Growing interest in studies on the relationship between music and movement has given rise to many paradigms and theories, including embodied approaches that provide interesting methodologies in studies on music and dance. Insight into the relation between dance and music is particularly important for the Baroque period, as a direct connection between music and dance was omnipresent, even if music was not used to dance to. Many types of Baroque dances existed, each of them with particular dance steps and a specific character, requiring a specific tempo. However, in music performance practice today, the link with the original dance movement is often lost and the tempo variation can be very large. The aim of this study is to compare the interpretations of dancers and musicians regarding Baroque music and dance in an experimental setting. First, we investigate the influence of dance movement on the musical interpretation of a series of Baroque dances. The pieces were recorded both with and without dance accompaniment and the tempo and timing in the different versions were compared. In the second part, dancers performed a particular choreography to music that varied in tempo. Video analysis and questionnaire data were used to evaluate the different performances. The results were compared with the tempi of music recordings of the same dance types, showing a clear difference between music and dance performance. Musicians adapt their interpretation when performing together with the dancers, and the optimal tempo range found for certain Baroque dances coincides only partly with the tempi commonly found in music recordings. The direct link between music and movement and its mutual influence illustrates the importance of an embodied approach in music performance, where in this case dance movement gives concrete information for a “historically informed” performance.