It depends on the type of headphones you’ve ordered. Both Harry’s and Joe’s have LED lights on the sides.
With Harry’s, you can have a few different settings on the lights: full light, full light flashing, half light or no light. The flashing setting means that the lights pulse in time with the music. You can switch between these variations by pressing and holding the volume wheel and the selection you leave the headphones on is stored in memory for the next use.
If you have opted for the Joe’s, the lights are solid for each channel and cannot be turned off.
The colours on the lights also indicate the channel you're using.