A hearing device, e.g. a hearing aid, adapted for being located at or in an ear of a user and/or for being fully or partially implanted in the head of the user, comprises A multitude of input units each providing an electric input signal representing a mixture of an audio signal from an audio signal source and possibly acoustic signals from other acoustic signal sources around the hearing device as received at the input unit in question; A wireless receiver for receiving and providing a direct representation of the audio signal; A beamformer filtering unit configured to receive said multitude of electric input signals, and providing a beamformed signal; A combination unit for providing a mixed signal comprising a combination of said direct representation of the audio signal and said beamformed signal, or signals originating therefrom; An output unit for presenting stimuli perceivable to the user as sound based on said mixed signal. The beamformer filtering unit comprises an audio signal cancelling beamformer configured to provide that sound from the direction from the hearing device to the audio signal source is cancelled or attenuated compared to other directions in said beamformed signal. The application further relates to a method of operating a hearing device.