The use of continuous auditory feedback for motor control and learning is still understudied and deserves more attention regarding fundamental mechanisms and applications. This paper presents the results of three experiments studying the contribution of task-, error-, and user-related sonification to visuo-manual tracking and assessing its benefits on sensorimotor learning. First results show that sonification can help decreasing the tracking error, as well as increasing the energy in participant’s movement. In the second experiment, when alternating feedback presence, the user-related sonification did not show feedback dependency effects, contrary to the error and task-related feedback. In the third experiment, a reduced exposure of 50% diminished the positive effect of sonification on performance, whereas the increase of the average energy with sound was still significant. In a retention test performed on the next day without auditory feedback, movement energy was still superior for the groups previously trained with the feedback. Although performance was not affected by sound, a learning effect was measurable in both sessions and the user-related group improved its performance also in the retention test. These results confirm that a continuous auditory feedback can be beneficial for movement training and also show an interesting effect of sonification on movement energy. User-related sonification can prevent feedback dependency and increase retention. Consequently, sonification of the user’s own motion appears as a promising solution to support movement learning with interactive feedback.