Auditory frisson is the experience of feeling of cold or shivering related to sound in the absence of a physical cold stimulus. Multiple examples of frisson-inducing sounds have been reported, but the mechanism of auditory frisson remains elusive. Typical frisson-inducing sounds may contain a looming effect, in which a sound appears to approach the listener's peripersonal space. Previous studies on sound in peripersonal space have provided objective measurements of sound-inducing effects, but few have investigated the subjective experience of frisson-inducing sounds. Here we explored whether it is possible to produce subjective feelings of frisson by moving a noise sound (white noise, rolling beads noise, or frictional noise produced by rubbing a plastic bag) stimulus around a listener's head. Our results demonstrated that sound-induced frisson can be experienced stronger when auditory stimuli are rotated around the head (binaural moving sounds) than the one without the rotation (monaural static sounds), regardless of the source of the noise sound. Pearson's correlation analysis showed that several acoustic features of auditory stimuli, such as variance of interaural level difference (ILD), loudness, and sharpness, were correlated with the magnitude of subjective frisson. We had also observed that the subjective feelings of frisson by moving a musical sound had increased comparing with a static musical sound.