According to NASA there is enough atmospheric pressure on Mars for sound to be audibly discernible albeit through the use of a microphone.
Unfortunately the one they supposedly sent to Mars that was made from “off the shelf parts” was never put to use as they lost contact with the Mars Polar Lander.
http://mars.jpl.nasa.gov/msp98/lidar/microphone/
Is it possible to pick up any frequencies through the very thin atmosphere? They give Mars from 0.1 to 0.6% that of the pressure found here on Earth at sea level.
http://science.ksc.nasa.gov/mars/msp98/lidar/microphone/mic_does.html
http://en.wikipedia.org/wiki/Atmosphere_of_Mars
NASA also spent millions of dollars to make the Mars rover play ‘Happy Birthday’ to itself merely through the use of vibrations:
http://www.ibtimes.com/nasa-mars-curiosity-rover-sings-happy-birthday-itself-did-rebellious-robot-violate-copyright-law
I’m no scientist (and I’ll wager neither is most of NASA) but with virtually zero air pressure I have a hard time believing that sound can be produced, never mind being loud enough for a microphone made from off the shelf hearing aid parts to be able to pick it up.