As reported by [arstechnica]:

We've talked previously of the acoustics of volcanoes and arctic ice shelves here on earth, but now NASA's InSight Probe has deployed its new french-made seismometer and detected what is likely the first marsquake ever recorded, and have found that its similar in many respects to quakes that occur on the moon. While not strong enough to tell us much of mars interior, scientists are hopeful stronger marsquakes will help provide a better picture, and a budding future for the new field of Mars Seismology.

You can listen to the sounds of the marsquake [here], while interspersed with sounds of the wind, the sound of the quake starts at the 12 second mark and lasts until the 24 second mark, after that its the sound of the probes robotic arm actuating.