Audacity plays only thru internal laptop speakers, not headphones

I want to play audio thru headphones I have connected to the audio output jack on my laptop. When I plug them in, Windows recognizes this and automatically switches from (internal) speakers to headphones (although by going to sound settings I could set the output back to speakers).

A media player like VLC Media Player plays thru the headphones.

However when I try to play an aup file with Audacity 3.3.3 it plays thru the speakers, not the headphones. If I go to Audio Setup > Playback device, the only device listed is Speakers.

How can I get Audacity to play thru headphones?

Good question!

On some machines, you may need to do Transport > Rescan Audio devices after plugging in your headphones. Then, of course, the Audio Setup.

Perfect! Thanks for the very quick help.