In recent years, the impact of prenatal sound on development, notably for programming individual phenotypes for postnatal conditions, has increasingly been revealed. However, the mechanisms through which sound affects physiology and development remain mostly unexplored. Here, I gather evidence from neurobiology, developmental biology, cellular biology and bioacoustics to identify the most plausible modes of action of sound on developing embryos. First, revealing often-unsuspected plasticity, I discuss how prenatal sound may shape auditory system development and determine individuals' later capacity to receive acoustic information. I also consider the impact of hormones, including thyroid hormones, glucocorticoids and androgen, on auditory plasticity. Second, I review what is known about sound transduction to other – non-auditory – brain regions, and its potential to input on classical developmental programming pathways. Namely, the auditory pathway has direct anatomical and functional connectivity to the hippocampus, amygdala and/or hypothalamus, in mammals, birds and anurans. Sound can thus trigger both immediate and delayed responses in these limbic regions, which are specific to the acoustic stimulus and its biological relevance. Third, beyond the brain, I briefly consider the possibility for sound to directly affect cellular functioning, based on evidence in earless organisms (e.g. plants) and cell cultures. Together, the multi-disciplinary evidence gathered here shows that the brain is wired to allow multiple physiological and developmental effects of sound. Overall, there are many unexplored, but possible, pathways for sound to impact even primitive or immature organisms. Throughout, I identify the most promising research avenues for unravelling the processes of acoustic developmental programming.