The hearing device is operable in a fitting mode and in a listening mode and comprises a transducer for receiving, in the fitting mode, audio test signals, and for converting the audio test signals into signals to be perceived by the user in the fitting mode. It comprises a parameter memory means for storing parameter settings, which parameter settings are obtained from user input received through a user interface in response to the signals perceived by the user in the fitting mode. And it comprises a signal processor using the parameter settings for correcting audio signals at least in the listening mode. The user interface is comprised in the hearing device and the hearing device comprises an audio signal source, in which audio signal source the audio test signals are stored or generated.