The saxophone (also referred to as the sax) is a family of woodwind instruments. Saxophones are usually made of brass and played with a single-reed mouthpiece similar to that of the clarinet.The saxophone family was invented by the Belgian instrument maker Adolphe Sax in 1840.he saxophone is used in classical music (such as concert bands, chamber music, and solo repertoire), military bands (such as military concert bands, marching bands, etc.), marching bands, and jazz (such as big bands, jazz combos, etc.).