In order to determine in which medium, air or tissue, harbor porpoise (Phocoenaphocoena) sounds are produced, the air in the nasal cavities was substituted with heliox (80% helium and 20% oxygen), and the effect on click frequency spectrum was studied. The sound speed is 1.86 times higher in heliox than in air and the resonance frequency of a fixed cavity filled with heliox is increased by this factor as compared to that of the same cavity filled with air. The harbor porpoise emits click sounds restricted in the frequency domain to two relatively narrow bands, one around 2 kHz and one in the 120‐ to 140‐kHz range. The results show that the stronger high‐frequency component was not at all affected by the heliox, suggesting that it was produced and shaped in some tissue structure(s), and not in gas. The low‐frequency component obviously was affected by the heliox, although the frequency rise did not match the expected theoretical factor. This was probably due to simultaneous, uncontrolled changes in cavity volume, interfering with the heliox effect. It is concluded, however, that the low‐frequency component was a gas bound phenomenon, taking place in the nasal pathways. The results also show that the stronger high‐frequency component always occurred together with and in the beginning of the low‐frequency component, indicating that both were the result of the same production event. These results are in line with previous observations of air bound click sounds being heard when porpoises phonated with open blowhole, and of simultaneous vibrations occurring in the upper nasal passways, in the tissues containing the right dorsal bursae.