In object-based spatial audio system, positions of the audio objects (e.g. speakers/talkers or voices) presented in the sound scene are required as important metadata attributes for object acquisition and reproduction. Binaural microphones are often used as a physical device to mimic human hearing and to monitor and analyse the scene, including localisation and tracking of multiple speakers. The binaural audio tracker, however, is usually prone to the errors caused by room reverberation and background noise. To address this limitation, we present a multimodal tracking method by fusing the binaural audio with depth information (from a depth sensor, e.g., Kinect). More specifically, the PHD filtering framework is first applied to the depth stream, and a novel clutter intensity model is proposed to improve the robustness of the PHD filter when an object is occluded either by other objects or due to the limited field of view of the depth sensor. To compensate mis-detections in the depth stream, a novel gap filling technique is presented to map audio azimuths obtained from the binaural audio tracker to 3D positions, using speaker-dependent spatial constraints learned from the depth stream. With our proposed method, both the errors in the binaural tracker and the mis-detections in the depth tracker can be significantly reduced. Real-room recordings are used to show the improved performance of the proposed method in removing outliers and reducing mis-detections.