Hearing protection system having first and second hearing protection devices worn at/in a respective one of a user's outer ear, each hearing protection device having an active unit with at least one microphone for converting ambient sound into input audio signals and a loudspeaker for transforming filtered audio signals into user perceivable sound, and an audio signal processing unit for processing input audio signals into filtered audio signals, the audio signal processing unit dividing, for each hearing protection device, the input audio signals into a plural frequency bands and selecting the gain applied within each frequency band as a function of the frequency of the respective frequency band and the sound pressure level of the input audio signals falling within the respective frequency band such that the total attenuation provided by the respective hearing protection device in each of the frequency bands corresponds to the same target loudness difference.