Previous studies have demonstrated large errors (over 30°) in visually perceived exocentric directions (the direction between two objects that are both displaced from the observer’s location; e.g., Philbeck et al., in press). Here, we investigated whether a similar pattern occurs in auditory space. Blindfolded participants either attempted to aim a pointer at auditory targets (an exocentric task) or gave a verbal estimate of the egocentric target azimuth. Targets were located at 20° to 160° azimuth in the right hemispace. For comparison, we also collected pointing and verbal judgments for visual targets. We found that exocentric pointing responses exhibited sizeable undershooting errors, for both auditory and visual targets, that tended to become more strongly negative as azimuth increased (up to −19° for visual targets at 160°). Verbal estimates of the auditory and visual target azimuths, however, showed a dramatically different pattern, with relatively small overestimations of azimuths in the rear hemispace. At least some of the differences between verbal and pointing responses appear to be due to the frames of reference underlying the responses; when participants used the pointer to reproduce the egocentric target azimuth rather than the exocentric target direction relative to the pointer, the pattern of pointing errors more closely resembled that seen in verbal reports. These results show that there are similar distortions in perceiving exocentric directions in visual and auditory space.