Accompanied on the walk by former Culture Secretary Tessa Jowell, Cameron spoke with musicians ahead of the June 23 vote-- when Britons decide whether to remain in the European Union.
He also got a taste of music studio life, sitting in the gallery and listening to a performance.
"... Leading people from our great creative industries (have) put forward such a powerful case as to why the creativity of this country, the creative industries of this country are stronger in Europe," Jowell said.
More than 250 British celebrities from the arts world, including actors Benedict Cumberbatch and Helena Bonham Carter, have signed a letter urging Britons to vote to stay in the block.