Objective. One promising approach towards further improving cochlear implants (CI) is to use brain signals controlling the device in order to close the auditory loop. Initial electroencephalography (EEG) studies have already shown promising results. However, they are based on noninvasive measurements, whereas implanted electrodes are expected to be more convenient in terms of everyday-life usability. If additional measurement electrodes were implanted during CI surgery, then invasive recordings should be possible. Furthermore, implantation will provide better signal quality, higher robustness to artefacts, and thus enhanced classification accuracy. Approach. In an initial project, three additional epidural electrodes were temporarily implanted during the surgical procedure. After surgery, different auditory evoked potentials (AEPs) were recorded both invasively (epidural) and using surface electrodes, with invasively recorded signals demonstrated as being markedly superior. In this present analysis, cortical evoked response audiometry (CERA) signals recorded in seven patients were used for single-trial classification of sounds with different intensities. For classification purposes, we used shrinkage-regularized linear discriminant analysis (sLDA). Clinical speech perception scores were also investigated. Main results. Analysis of CERA data from different subjects showed single-trial classification accuracies of up to 99.2% for perceived vs. non-perceived sounds. Accuracies of up to 89.1% were achieved in classification of sounds perceived at different intensities. Highest classification accuracies were achieved by means of epidural recordings. Required loudness differences seemed to correspond to speech perception in noise. Significance. The proposed epidural recording approach showed good classification accuracy into sound perceived and not perceived when the best-performing electrodes were selected. Classifying different levels of sound stimulation accurately proved more challenging. At present, the methods explored in this study would not be sufficiently reliable to allow automated closed-loop control of CI parameters. However, our findings are an important initial contribution towards improving applicability of closed auditory loops and for next-generation automatic fitting approaches.