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Multimodal neuroimaging using electroencephalography (EEG) and functional near-infrared spectroscopy (fNIRS) provides complementary views of cortical processes, including those related to auditory processing. However, current multimodal approaches often overlook potential insights that can be gained from nonlinear interactions between electrical and hemodynamic signals. Here, we explore electro-vascular phase-amplitude coupling (PAC) between low-frequency hemodynamic and high-frequency electrical oscillations during an auditory task. We further apply a temporally embedded canonical correlation analysis (tCCA)-general linear model (GLM)-based correction approach to reduce the possible effect of systemic physiology on fNIRS recordings. Before correction, we observed significant PAC between fNIRS and broadband EEG in the frontal region (p ≪ 0.05), β (p ≪ 0.05) and γ (p = 0.010) in the left temporal/temporoparietal (left auditory; LA) region, and γ (p = 0.032) in the right temporal/temporoparietal (right auditory; RA) region across the entire dataset. Significant differences in PAC across conditions (task versus silence) were observed in LA (p = 0.023) and RA (p = 0.049) γ sub-bands and in lower frequency (5-20 Hz) frontal activity (p = 0.005). After correction, significant fNIRS-γ-band PAC was observed in the frontal (p = 0.021) and LA (p = 0.025) regions, while fNIRS-α (p = 0.003) and fNIRS-β (p = 0.041) PAC were observed in RA. Decreased frontal γ-band (p = 0.008) and increased β-band (p ≪ 0.05) PAC were observed during the task. These outcomes represent the first characterization of electro-vascular PAC between fNIRS and EEG signals during an auditory task, providing insights into electro-vascular coupling in auditory processing.