Pipa first appeared in historical records when Princess Liu Xijun of Wusun married to the Western Regions. At that time, the emperor asked musicians to play pipa. Shi Chong, a powerful minister in the Western Jin Dynasty, wrote The Word of the Wise King, which said that Princess Wusun had married the Western Regions before, and the emperor asked musicians to play pipa on horseback to comfort the princess's thoughts. Now it is the same to send Wang Zhaojun to the frontier. In other words, it is not Wang Zhaojun who plays the pipa, but a musician.
It was not until the Song Dynasty that people found the image of Wang Zhaojun holding a pipa in a picture of a Ming princess leaving the fortress. Since then, poets and painters have begun to describe one female image after another with pipa in her arms according to the portrait of Princess Ming. For example, she and Emperor Han Yuan made a lifelong mistake because of a painter Mao Yanshou, she sacrificed herself for the just interests of the country, she died of depression in Xiongnu, and so on.
However, in the Ming Dynasty, Wang Zhaojun didn't hold a pipa in his hand in Qiu Ying's "The Princess's Journey to the Plug". So there is no historical evidence to prove that Zhao Jun actually holds the pipa, and there is no way to prove whether he does. So many people think that Wang Zhaojun doesn't actually play the pipa.