Humans integrate multiple sensory modalities (e.g., visual and audio) to build a causal understanding of the physical world. In this work, we propose a novel type of intrinsic motivation for Reinforcement Learning (RL) that encourages the agent to understand the causal effect of its actions through auditory event prediction. First, we allow the agent to collect a small amount of acoustic data and use K-means to discover underlying auditory event clusters. We then train a neural network to predict the auditory events and use the prediction errors as intrinsic rewards to guide RL exploration. We first conduct proof-of-concept experiments using a set of Atari games for an in-depth analysis of our module. We then apply our model to embodied audio-visual exploration using the Habitat simulator and active exploration with a rolling robot using the ThreeDWorld (TDW) simulator. Experimental results demonstrate the advantages of using audio signals over vision-based models as intrinsic rewards to guide RL explorations.