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 signal processing unit is configured a) to identify characteristic signal parameters describing a current time segment of the electric audio input signal, b) to decide whether said characteristic signal parameters fulfill a predefined criterion, and, if said predefined criterion is fulfilled, c) to store brain signal data representative of the low voltage electric signal from the users brain picked up during said current time segment or corresponding amplified brain signal(s) in a memory, and d) to use the stored brain signal data to determine a processed brain signal related to said predefined criterion, and to modify said time and frequency dependent gain depending on said processed brain signal. 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 evalua
