The application relates to a hearing aid comprising at least one electrode located at a surface of a housing of the hearing aid to allow said electrodes to contact the skin of a user during use of the hearing aid, at least one electrode being adapted to pick up a low voltage signal from the users brain, the hearing aid further comprising an amplifier unit operationally connected to said electrode(s) and adapted for amplifying said low voltage signal(s) to provide amplified brain signal(s), and a signal processing unit adapted to process said amplified brain signal(s) to provide a processed brain signal as well as to apply a time and frequency dependent gain to an input audio signal and to provide a processed audio output signal. The application further relates to a method of operating a hearing aid and to its use and to a hearing aid system. The object of the present application is to provide a hearing aid capable of monitoring a users hearing ability over time. The problem is solved in that the hearing aid further comprises a signal generator for generating an electric test signal specifically adapted to be used in an auditory evoked potential (AEP) measurement, the signal generator being operationally connected to said output transducer allowing said electric test signal to be converted to an auditory test stimulus for being presented to a user together with said processed acoustic signal during use of the hearing aid. This has the advantage of providing a hearing aid wherein at least a part of the fitting process of a hearing aid to a particular user can be automated and/or continuously updated. The invention may e.g. be used for the hearing aids or hearing aid systems where a continuous evaluation of a users hearing thresholds is needed.
