A hearing aid system comprising - an electric audio signal input for receiving an electric audio input signal, - an audio input signal processing unit that is operationally connected to said electric audio signal input and that is configured to apply one of a first processing mode and at least a second processing mode wherein the audio input signal processing unit is configured to process the electric audio input signal in the first processing mode or in the at least second processing mode and to provide an electric audio output signal, - an output transducer that is operationally connected to said audio input signal processing unit and that is configured to receive the electric audio output signal and to provide an output signal that can be perceived as sound by a user, - an audio input signal analyzing unit that is configured to continuously monitor the electric audio input signal as a function of time and to determine and to provide a number of audio signal values each representing a characteristic of the electric audio input signal at a given time instance, - a plurality of electrodes that are configured to be brought into contact with the skin of a user and which are configured - when operationally mounted - to receive an electric signal that represents a user's brain activity and to provide a respective EEG-related signal, - an EEG-related signal analyzing unit that is configured to continuously monitor the EEG-related signal as a function of time and to determine and to provide a number of EEG-related values each representing the EEG-related signal at a given time instance, - a memory unit that is configured to store a number of EEG-related values such that a second history of respective EEG-related values is created, - a signal comparison unit that is configured to compare a current EEG-related value with at least one preceding EEG-related value of the second history to determine a measure of a user's current cognitive load and to provide a cognitive load representing output signal accordingly, wherein the audio input signal processing unit is further configured to apply the first processing mode or the at least second processing mode depending on said cognitive load representing output signal. - an electric audio signal input for receiving an electric audio input signal, - an audio input signal processing unit that is operationally connected to said electric audio signal input and that is configured to apply one of a first processing mode and at least a second processing mode wherein the audio input signal processing unit is configured to process the electric audio input signal in the first processing mode or in the at least second processing mode and to provide an electric audio output signal, - an output transducer that is operationally connected to said audio input signal processing unit and that is configured to receive the electric audio output signal and to provide an output signal that can be perceived as sound by a user, - an audio input signal analyzing unit that is configured to continuously monitor the electric audio input signal as a function of time and to determine and to provide a number of audio signal values each representing a characteristic of the electric audio input signal at a given time instance, - a plurality of electrodes that are configured to be brought into contact with the skin of a user and which are configured - when operationally mounted - to receive an electric signal that represents a user's brain activity and to provide a respective EEG-related signal, - an EEG-related signal analyzing unit that is configured to continuously monitor the EEG-related signal as a function of time and to determine and to provide a number of EEG-related values each representing the EEG-related signal at a given time instance, - a memory unit that is configured to store a number of EEG-related values such that a second history of respective EEG-related values is created, - a signal comparison unit that is configured to compare a current EEG-related value with at least one preceding EEG-related value of the second history to determine a measure of a user's current cognitive load and to provide a cognitive load representing output signal accordingly, wherein the audio input signal processing unit is further configured to apply the first processing mode or the at least second processing mode depending on said cognitive load representing output signal.