A hearing device, e.g. a hearing aid, comprises a) an input unit comprising a multitude of input transducers for providing respective electric input signals representing sound in an environment of the user; b) an output unit comprising an output transducer for providing stimuli perceivable to the user as sound based on said electric input signals or a processed version thereof; c) a spatial filter connected to said input unit and to said output unit, and configured to provide a spatially filtered signal based on said multitude of electric input signals and configurable beamformer weights; d) a spatial filter controller configured to apply first and/or second different sets of beamformer weights to said multitude of electric input signals, wherein said first set of beamformer weights is applied to provide spatial filtering of sound from said output transducer, and wherein said second set of beamformer weights is applied to provide spatial filtering of an external sound field. A method of operating a hearing device is further disclosed.