I found this question and this article on wiki about copyright aspects in EU. However they don't talk about caching (I found only this for US). Imagine the scenario where there's a service/website that lets you download copyrighted music for free. The end user can connect to the service and download it.

Now, let's say that I create an application that acts between that service and the end user. My application would download and cache the music into the device. The user, however, is not able to physically move/open/do anything with the music file. The only thing he can do is listen music through my application.

Is this considered copyright infringement? If yes, is it fault of the website, my application (that is in the middle) or the end user?

I would say that the website itself lets users download music (infringement) but my application just acts as an intermediary and even more, doesn't let you do anything with the music file (cached with cryptography). Therefore I wouldn't be in the wrong. Please could you clarify this?