A method for individually fitting a hearing instrument to a user, by: starting operation of the hearing instrument; pre-defining a desired target loudness function perceived by the user defined as function of frequency and input sound pressure level at the microphone; measuring for a given measurement parameter set of perceived loudness levels and frequencies or frequency bands the respective transducer input audio signal level to be applied to the transducer input to achieve the respective perceived loudness level at the respective frequency or frequency band, said measurement parameter set having at least a low, intermediate and high loudness levels, and said intermediate loudness level being measured for a larger number of frequencies or frequency bands and with a finer frequency resolution than said low and high loudness levels; calculating an individual gain function to be implemented in the audio signal processing unit to achieve the pre-defined target loudness function by taking into account the measured transducer input audio signal levels; and operating the hearing instrument with the individual gain function.