The kind of collective improvisation attained by free jazz at the beginning of the sixties appears interesting from the perspective of contemporary debates on collective intentionality for several reasons. The most notable of these, is that it holds a mirror up to what analytical philosophers of action identify as “the complexly interwoven sets of collective intentions” that make a group more than the sum of its parts. But at the same time, free jazz poses a challenge to these philosophical theories of collective intentionality, because what happens is not planned in advance but arises from spontaneous interactions in the group. The second and no less decisive reason is that jazz musicians act together in a very distinctive way, which casts into clear relief the interplay between togetherness and agonism, individual freedom and group commitment, which is contained in every human interaction. In other words, in free jazz we find what Hannah Arendt calls the “paradoxical” or “twofold” character of “human plurality.” Starting with the analysis of two paradigmatic case studies—Charles Mingus’s Folk Forms No. 1 and Ornette Coleman’s Free Jazz: A Collective Improvisation—my main concern in this paper is to provide a phenomenological account of the individual-yet-plural intentionality that emerges and runs through the improvisatory process in the free jazz case. After having made the negative point that this phenomenon represents a challenge to the analytical theories of collective intentionality, I shall argue that it can be accounted for from a phenomenological perspective. My basic thesis is that the overall cohesiveness of the improvisatory process must be regarded as a meaningful realization of an overall feeling, shared and shaped together by musicians over time—and not as the execution of an advanced plan.