In everyday life, sound localization entails more than just the extraction and processing of auditory cues. When determining sound position in three dimensions, the brain also considers the available visual information (e.g., visual cues to sound position) and resolves perceptual ambiguities through active listening behavior (e.g., spontaneous head movements while listening). Here, we examined to what extent spontaneous head movements improve sound localization in 3D—azimuth, elevation, and depth—by comparing static vs. active listening postures. To this aim, we developed a novel approach to sound localization based on sounds delivered in the environment, brought into alignment thanks to a VR system. Our system proved effective for the delivery of sounds at predetermined and repeatable positions in 3D space, without imposing a physically constrained posture, and with minimal training. In addition, it allowed measuring participant behavior (hand, head and eye position) in real time. We report that active listening improved 3D sound localization, primarily by ameliorating accuracy and variability of responses in azimuth and elevation. The more participants made spontaneous head movements, the better was their 3D sound localization performance. Thus, we provide proof of concept of a novel approach to the study of spatial hearing, with potentials for clinical and industrial applications.