Yes, some chastity cages include a built-in urethral sound, which allows for urethral play while wearing the device. These cages typically have a hollow sound that can be inserted into the urethra, providing additional stimulation and restriction. However, it's crucial to exercise caution and practice good hygiene when engaging in urethral play. Ensure that the sound is clean and sterilized before use, and use a sterile lubricant to minimize the risk of infection.