Attending to a single stimulus in a complex multisensory environment requires the ability to select relevant information while ignoring distracting input. The underlying mechanism and involved neuronal levels of this attentional gain control are still a matter of debate. Here, we investigated the influence of intermodal attention on different levels of auditory processing in humans. It is known that the activity of the cochlear amplifier can be modulated by efferent neurons of the medial olivocochlear complex. We used distortion product otoacoustic emission (DPOAE) measurements to monitor cochlear activity during an intermodal cueing paradigm. Simultaneously, central auditory processing was assessed by electroencephalography (EEG) with a steady-state paradigm targeting early cortical responses and analysis of alpha oscillations reflecting higher cognitive control of attentional modulation. We found effects of selective attention at all measured levels of the auditory processing: DPOAE levels differed significantly between periods of visual and auditory attention, showing a reduction during visual attention, but no change during auditory attention. Primary auditory cortex activity, as measured by the auditory steady-state response (ASSR), differed between conditions, with higher ASSRs during auditory than visual attention. Furthermore, the analysis of cortical oscillatory activity revealed increased alpha power over occipitoparietal and frontal regions during auditory compared with visual attention, putatively reflecting suppression of visual processing. In conclusion, this study showed both enhanced processing of attended acoustic stimuli in early sensory cortex and reduced processing of distracting input, both at higher cortical levels and at the most peripheral level of the hearing system, the cochlea.