Audio signals can reveal intimate details about a person's life, including their conversations, health status, emotions, location, and personal preferences. Unauthorized access or misuse of this information can have profound personal and social implications. In an era increasingly populated by devices capable of audio recording, safeguarding user privacy is a critical obligation. This work studies the ethical and privacy concerns in current audio classification systems. We discuss the challenges and research directions in designing privacy-preserving audio sensing systems. We propose privacy-preserving audio features that can be used to classify wide range of audio classes, while being privacy preserving.