Recent evidence suggests that visual attention alternately samples two behaviourally relevant objects at approximately 4 Hz, rhythmically shifting between the objects. Whether similar attentional rhythms exist in other sensory modalities, however, is not yet clear. We therefore adapted and extended an established paradigm to investigate visual and potential auditory attentional rhythms, as well as possible interactions, on both a behavioural (detection performance, N = 33) and a neural level (EEG, N = 18). The results during unimodal attention demonstrate that both visual- and auditory-target detection fluctuate at frequencies of approximately 4–8 Hz, confirming that attentional rhythms are not specific to visual processing. The EEG recordings provided evidence of oscillatory activity that underlies these behavioural effects. At right and left occipital EEG electrodes, we detected counter-phasic theta-band activity (4–8 Hz), mirroring behavioural evidence of alternating sampling between the objects presented right and left of central fixation, respectively. Similarly, alpha-band activity as a signature of relatively suppressed sensory encoding showed a theta-rhythmic, counter-phasic change in power. Moreover, these theta-rhythmic changes in alpha power were predictive of behavioural performance in both sensory modalities. Overall, the present findings provide a new perspective on the multimodal rhythmicity of attention.