We introduce a space-time Trefftz discontinuous Galerkin method for the first-order transient acoustic wave equations in arbitrary space dimensions, extending the one dimensional scheme of Kretzschmar et al. (2016, IMA J. Numer. Anal., 36, 1599-1635. Test and trial discrete functions are space-time piecewise polynomial solutions of the wave equations. We prove well-posedness and a priori error bounds in both skeletonbased and mesh-independent norms. The space-time formulation corresponds to an implicit time-stepping scheme, if posed on meshes partitioned in time slabs, or to an explicit scheme, if posed on "tent-pitched" meshes. We describe two Trefftz polynomial discrete spaces, introduce bases for them and prove optimal, high-order h-convergence bounds.1 studied in [3]. Another Trefftz discontinuous Galerkin (DG) formulation for time-dependent electromagnetic problems formulated as first-order systems has been proposed in [25] and analysed in [24] in one space dimension; it has been extended to full three-dimensional Maxwell equations in [10,11,23].We mention here that, independently of the Trefftz approach, space-time finite elements for linear wave propagation problems, originally introduced in [21] (see also [15,22]), have been used in combination with DG formulations e.g. in [7,14,35] and, more recently, in [8,16,17,27].In this paper we extend the Trefftz-DG method of [24] to initial boundary value problems for the acoustic wave equations posed on Lipschitz polytopes in arbitrary dimensions. We write the acoustic wave problem as a first-order system, as it is originally derived from the linearised Euler equations, [6, p. 14]; we consider piecewise-constant wave speed, Dirichlet, Neumann and impedance boundary conditions. The main focus of this paper is on the a priori error analysis of the Trefftz-DG scheme.The DG formulation proposed can be understood as the translation to time-domain of the Trefftz-DG formulation for the Helmholtz equation of [18], which in turn is a generalisation of the Ultra Weak Variational Formulation (UWVF) of [5]. The DG numerical fluxes are upwind in time and centred with a special jump penalisation in space. Under a suitable choice of the numerical flux coefficients, combining the proposed formulation with standard discrete spaces and complementing it with suitable volume terms, one recovers the DG formulation of [35], cf. Remark 4.2 below. The Trefftz formulation for Maxwell's equations of [10,11,23,25] corresponds to the "unpenalised" version of that one proposed here (the numerical experiments in [24, §7.5] show that the numerical error depends very mildly on the penalisation parameters).We first describe the IBVP under consideration in §2, the assumptions on the mesh in §3 and the Trefftz-DG formulation in §4. Following the thread of [18,24], in §5.2 and §5.3 we prove that the scheme is well-posed, quasi-optimal, dissipative (quantifying dissipation using the jumps of the discrete solution), and derive error estimates for some traces of the solution on the mesh skeleton. ...