When ever I lock my phone the music pauses

I am listening to music on my iPhone and whenever I lock my phone the music pauses. I know it is suppose to do that if you are watching a music video but I'm not I am just listening to regular music. Please let me know if this issue is also happening to you and if you fixed it please tell me how! Thanks you. Also I have a iPhone 6s and I'm running iOS 9.1 Just also Wondering if other phones beside 6s's are having this problem.