Method for fitting a hearing device, which is operable in a fitting mode and in a listening mode and which is to be worn by a user in or near the user's ear, said method comprising, in the fitting mode, the steps of - converting audio test signals stored or generatable in the hearing device into signals to be perceived by a user of the hearing device; - receiving user input via a user interface of the hearing device in response to the signals perceived by the user; - obtaining parameter settings from the user input, which parameter settings are to be used for correcting audio signals in the listening mode; and - storing the parameter settings in the hearing device; wherein the audio test signals comprise speech signals for guiding the user in the fitting mode, and wherein the audio test signals comprise at least a first and a second test signal, the spectral contents of which, when converted into signals to be perceived by the user, are substantially representative of a first and a second spectral band, respectively, which first and second spectral bands are substantially different; wherein, in the fitting mode, firstly - the first test signal is converted into a first signal to be perceived by the user; and - the user input in response to the first signal comprises increasing or decreasing the perceived loudness of the first perceived signal; and secondly - the second test signal is converted into a second signal to be perceived by the user; - the user input in response to the second signal comprises increasing or decreasing the perceived loudness of the second perceived signal; wherein said increasing or decreasing the perceived loudness of the first and second perceived signal, respectively, is accomplished by adjusting a control of a user interface of said hearing device identical with a volume control of said user interface to be used by the user in the listening mode, and wherein - from the user input in response to the first signal and from the user input in response to the second signal at least one gain value for the amplification of the first spectral band and at least one gain value for the amplification of the second spectral band is obtained. - converting audio test signals stored or generatable in the hearing device into signals to be perceived by a user of the hearing device; - receiving user input via a user interface of the hearing device in response to the signals perceived by the user; - obtaining parameter settings from the user input, which parameter settings are to be used for correcting audio signals in the listening mode; and - storing the parameter settings in the hearing device; - the first test signal is converted into a first signal to be perceived by the user; and - the user input in response to the first signal comprises increasing or decreasing the perceived loudness of the first perceived signal; - the second test signal is converted into a second signal to be perceived by the user; - the user input in response to the second signal comprises increasing or decreasing the perceived loudness of the second perceived signal; - from the user input in response to the first signal and from the user input in response to the second signal at least one gain value for the amplification of the first spectral band and at least one gain value for the amplification of the second spectral band is obtained.