A hearing aid device is disclosed. The hearing aid device comprises a receiver configured to be arranged in the ear canal. The hearing aid device comprises a directional microphone system comprising two microphones or one microphone having two sound inlets. The hearing aid device comprises means for counteracting acoustic feedback on the basis of sound signals detected by the two microphones or the two sound inlets. The hearing aid device comprises an “open fitting” providing ventilation. The two microphones or the two sound inlets of the directional microphone (forming part of a directional system) are arranged in the ear canal at the same side of the receiver and sound is allowed to propagate freely between the microphones or between the inlets of the directional microphone and the receiver. Preferably, the hearing aid device comprises a procedure (such as an adaptive procedure) for optimizing the directional system of the hearing aid device. An improved feedback reduction is thereby achieved, while allowing a relatively large gain to be applied to the incoming signal.