A hearing aid comprises a microphone for transforming an acoustic signal surrounding a hearing aid user into an electrical signal, a signal processing means for processing the electrical signal into an electrical output signal and to a receiver (2) driven by the electrical output signal and generating an acoustical signal into the ear canal (11) of a hearing aid user. The hearing aid comprises an ear plug part (1) prepared for being arranged in the ear canal of a hearing aid user. The hearing aid comprises sound generation means for generating an acoustic guiding signal to be provided for a limited period through said receiver during insertion of the ear plug part into the ear canal, in order to be applied by the hearing aid user to optimize the positioning of the ear plug part (1). The invention further provides a method for guiding a hearing aid user during insertion of an ear plug.