A hearing aid (62, 72, 82, 92, 102, 112) adapted for alleviating tinnitus of a user (75), comprises an audio input means (83), a signal processing unit (88, 98, 108, 118) and an output transducer (80). The hearing aid further comprises a band stop filter (87) arranged to match a tinnitus of the user and switching means (86, 116) and switch control means (84, 114) for controlling the switching of said band stop filter (87) into and out of the signal path between the audio input means (83) and the output transducer (80), in response to a predefined trigger event. The invention further provides a method of adjusting a hearing aid.