Musculoskeletal robots have several advantages in physical interactions. However, a method of teaching motion with physical interaction to a robot without the robot's model remains unavailable. Thus, we propose a bilateral teleoperation system for control of a musculoskeletal robot in this paper. This system enables an operator to operate the robot without the robot's model. The system includes a pneumatic musculoskeletal robot and pneumatic musculoskeletal exoskeleton with same joint and muscle composition. The operator wears the exoskeleton, feels the force that is exerted on the robot via the exoskeleton, and controls the robot by giving force to the exoskeleton. In the experiments, we found that the delay of this system is approximately 200 ms. Our system was able to give feedback force to the operator and change the magnitude of this force according to that of the external force. We showed that the operator can make the musculoskeletal robot perform a task with physical interaction with an environment using our systems. Thus, our system allows the operator to teach motion to a musculoskeletal robot with this interaction.