It is commonly assumed that one can always assign a direction-upward or downward-to a percept of pitch change. The present study shows that this is true for some, but not all, listeners. Frequency difference limens (FDLs, in cents) for pure tones roved in frequency were measured in two conditions. In one condition, the task was to detect frequency changes; in the other condition, the task was to identify the direction of frequency changes. For three listeners, the identification FDL was about 1.5 times smaller than the detection FDL, as predicted (counterintuitively) by signal detection theory under the assumption that performance in the two conditions was limited by one and the same internal noise. For three other listeners, however, the identification FDL was much larger than the detection FDL. The latter listeners had relatively high detection FDLs. They had no difficulty in identifying the direction of just-detectable changes in intensity, or in the frequency of amplitude modulation. Their difficulty in perceiving the direction of small frequency/pitch changes showed up not only when the task required absolute judgments of direction, but also when the directions of two successive frequency changes had to be judged as identical or different.