A hearing aid (100) comprises at least one first microphone (10) generating a first input signal from sounds external to a user of the hearing aid, signal processing means, a receiver (30) and, a second microphone (40) generating a second input signal from sounds in the occluded ear of the user. In a measurement mode the signal processing means produces an occlusion effect value or directly transmitted sound value from the difference between the sound levels of the second and the first input signals generated both at the same time while the receiver is silent. The invention further provides a system and a method for determining an occlusion effect and a directly transmitted sound value.