The present application relates to a hearing aid with suppression of wind noise wherein wind noise detection is provided involving only a single comparison of the input signal power level at first low frequencies with the input signal power level at frequencies that may include the first low frequencies whereby a computational cost effective and simple wind noise detection is provided. The determination of relative power levels of the input signal reflects the shape of the power spectrum of the signal, and the detection scheme is therefore typically capable of distinguishing music from wind noise so that attenuation of desired music is substantially avoided.