A record 20 million music tracks were downloaded in the final week of 2005.
The music industry has been cracking down on illegal sharing
In the seven days between Christmas and the New Year, millions of MP3 owners in the US bought tracks from download retailers such as iTunes and Napster.
It smashed the existing record of 9.5 million - which was set the previous week - according to tracking firm Neilson SoundScan.
Sales were boosted by the number of people who received MP3 players and download gift vouchers for Christmas.
An explosion in the number of MP3 players - such as Apple's iPod - sold during 2005 meant total download sales were almost three times the amount sold in the same seven-day period in 2004.
Despite the rise, the number of illegal downloads from peer-to-peer networks still outstrips legal ones by a ratio of at least three to one.
Peer-to-peer monitoring service Big Champagne estimates that at least 250 million tracks are downloaded worldwide each week from file-swapping services.
Sales of MP3 players have surpassed those of personal CD players for the first time, according to research firm NPD Group.
"We have definitely moved from MP3 players being a computer-oriented product to a consumer-directed product," said Stephen Baker of NPD.