In this letter, we address the problem of simultaneously tracking several moving audio sources, namely the problem of estimating source trajectories from a sequence of observed features. We propose to use the von Mises distribution to model audio-source directions of arrival with circular random variables. This leads to a Bayesian filtering formulation, which is intractable because of the combinatorial explosion of associating observed variables with latent variables, over time. We propose a variational approximation of the filtering distribution.