We investigated the effects of listener’s head movement and proprioceptive feedback on the accuracy of sound localization. The effects were examined under the conditions that their head movement was restricted (study 1) or unrestricted (study 2) on the sound localization training. In both experiments, participants divided into two groups: training group performed the sound localization training with accurate proprioceptive feedback, while control group conducted the training with no-feedback. The results indicated that: (1) sound localization training under active head movements increased the accuracy of sound localization; (2) accurate proprioceptive feedback facilitated the sound localization during the initial training phase; and (3) training with the feedback dominantly decreased the rate of vertical localization errors in sound localization performance.