Human hearing is constructive. For example, when a voice is partially replaced by an extraneous sound (e.g., on the telephone due to a transmission problem), the auditory system may restore the missing portion so that the voice can be perceived as continuous (Miller and Licklider, 1950; for review, see Bregman, 1990; Warren, 1999). The neural mechanisms underlying this continuity illusion have been studied mostly with schematic stimuli (e.g., simple tones) and are still a matter of debate (for review, see Petkov and Sutter, 2011). The goal of the present study was to elucidate how these mechanisms operate under more natural conditions. Using psychophysics and electroencephalography (EEG), we assessed simultaneously the perceived continuity of a human vowel sound through interrupting noise and the concurrent neural activity. We found that vowel continuity illusions were accompanied by a suppression of the 4 Hz EEG power in auditory cortex (AC) that was evoked by the vowel interruption. This suppression was stronger than the suppression accompanying continuity illusions of a simple tone. Finally, continuity perception and 4 Hz power depended on the intactness of the sound that preceded the vowel (i.e., the auditory context). These findings show that a natural sound may be restored during noise due to the suppression of 4 Hz AC activity evoked early during the noise. This mechanism may attenuate sudden pitch changes, adapt the resistance of the auditory system to extraneous sounds across auditory scenes, and provide a useful model for assisted hearing devices.