Control of voice fundamental frequency (F0) relies in part on comparison of the intended F0 level and auditory feedback. This comparison impacts “sense of agency”, or SoA, commonly defined as being the agent of one's own actions and plays a key role for self-awareness and social interactions. SoA is aberrant in several psychiatric disorders. Knowledge about brain activity reflecting SoA can be used in clinical practice for these disorders. It was shown that perception of voice feedback as one's own voice, reflecting the recognition of SoA, alters auditory sensory processing. Using a voice perturbation paradigm we contrasted vocal and bioelectrical brain responses to auditory stimuli that differed in magnitude: 100 and 400 cents. Results suggest the different magnitudes were perceived as a pitch error in self-vocalization (100 cents) or as a pitch shift generated externally (400 cents). Vocalizations and neural responses to changes in pitch of self-vocalization were defined as those made to small magnitude pitch-shifts (100 cents) and which did not show differential neural responses to upward versus downward changes in voice pitch auditory feedback. Vocal responses to large magnitude pitch shifts (400 cents) were smaller than those made to small pitch shifts, and neural responses differed according to upwards versus downward changes in pitch. Our results suggest that the presence of SoA for self-produced sounds may modify bioelectrical brain responses reflecting differences in auditory processing of the direction of a pitch shift. We suggest that this modification of bioelectrical response can be used as a biological index of SoA. Possible neuronal mechanisms of this modification of bioelectrical brain response are discussed.