A directional hearing aid (100) comprising at least two microphones (201, 202) has means (200) for matching differences in amplitude and phase between the two microphones (201, 202). The microphone matching means (200) compare differences between measured transfer functions of the microphone signal paths at a number of frequencies during use of the hearing aid (100), compares the differences to differences at similar frequencies in a model of the transfer functions of the microphone signal paths, derives a set of parameters based on the comparison, and adjusts the parameters in order to minimize the difference in level differences between the model and the microphones (201, 202). The model is then used to match the microphones (201, 202) mutually by applying appropriate control parameters (103, 104, 105, 106) to an adaptive matching filter (108) carrying one of the microphone signals.