During several decades, the research at Waseda University has been focused on developing anthropomorphic robots able of performing musical instruments. More recently, the authors have succeeded in developing a human-like robot able of playing the alto saxophone. As a result of our research efforts, the Waseda Flutist Robot WF-4RIV and the Waseda Saxophonist Robot WAS-1 have been designed to reproduce the human player performance. Therefore, as a long-term goal, we are proposing to enable the interaction between musical performance robots (i.e. robots orchestra). Such approach may enable us not only to propose new ways of musical expression, but also we may contribute to the better understanding of some of the mechanisms that enable the communication of humans in musical terms. In general terms, the communication of humans within an orchestra is a special case of conventional human social behavior. Rhythm, harmony and timbre of the music played represent the emotional states of the musicians. Of course, we are not considering a musical performance robot (MPR) just as a mere sophisticated MIDI instrument. Instead, its human-like design and the integration of perceptual capabilities may enable to act on its own autonomous initiative based on models which consider its own physical constrains. Due to the complexity of our long-term goal, in this paper, we are presenting our first steps towards enabling the interaction between musical performance robots. In particular, the details of the musical performance control systems are detailed. Thanks to the use of MIDI data, we performed preliminary experiments to enable a duet performance between the WF-4RIV and the WAS-1. We expect in the future; as a result of our research, we may enable a single anthropomorphic robot to perform different kinds of woodwind instruments as well as enable to interact at with level of perceptual capabilities (like human does).