Of course one could just use headphones. But a hackier way would be to build a parametric speaker that focuses soundwaves into a narrow beam like [Shane] did with this ultrasonic sound gun.

Pests can move to areas not covered by the ultrasonic waves. Continuous Use: Keep the device running continuously. Intermittent use can allow pests to become accustomed to the sound. Supplementary ...

The US patent no 11,347,312 granted to Apple hints at a piece of equipment that could be used in a controller or head-mounted display to provide users haptic feedback using ultrasonic sound waves ...