An ear plug (1) for arrangement in an ear canal comprises at least two electrodes (3) for detecting an EEG signal from a skin surface when the ear plug is arranged in the ear canal. The ear plug further comprises a housing having an outer wall (2) made from a resilient material, and a signal acquisition circuit (23). The electrodes (3) are provided with a skin contact part (4) arranged on an outside surface of the housing and connected through the outer wall (2) of the housing to a supporting member (5) on the inner part of the housing. The skin contact part (4) and the supporting member (5) are arranged for clamping the outer wall (2).