This paper presents our approach for the integration of auditory feedback into virtual assembly environment (VAE), and the investigation of the effect of auditory and visual feedback on the assembly task performance in virtual environments (VE). This VE experimental system platform brought together complex technologies such as constraint-based assembly simulation, optical motion tracking technology, and real-time 3D sound generation technology around a Virtual Reality (VR) workbench and a common software platform. Several experiments have been conducted to explore and evaluate the effectiveness of neutral, visual, auditory and integrated feedback mechanisms on task performance in the context of assembly simulation in VEs. Peg-in-a-hole assembly task has been used as the task case to perform the experiments, using sixteen subjects. Both objective performance data (task completion time) and subjective opinions (questionnaires) on the utilisation of auditory and visual feedback in VAE were gained from the experiments. The results showed that the addition of auditory feedback did introduce an improvement in the virtual assembly task performance. They also indicated that the statistically significant effect of the combination of auditory and visual feedback on the assembly task performance was better than individual feedback mechanism used alone. Most of the users preferred the combined feedbacks to the individual ones. The subjects? comments demonstrated that non-realistic feedback would defer performance and increase the level of frustration.