A system for estimating the occlusion effect comprises a hearing aid adapted for being set up for operation in an occlusion measurement mode. The hearing aid comprises a first transducer (9) for transforming an acoustic sound level external to a hearing aid user's ear canal into a first electrical signal. The hearing aid comprises a second transducer (10) for transforming the acoustic sound level in the occluded ear canal into a second electrical signal. The system comprises a filter bank (21, 22) for splitting the first and the second digitized electrical signals into a first and a second band split digitized electrical signal, respectively and the estimated sound pressure must be a factor √{square root over (r)} larger than the estimated leakage when deciding if the estimated sound pressure in a given band can be applied in the calculation of the occlusion effect. The invention further provides a method for estimating the occlusion effect.