Thanks for the question! The bluetooth connection on the Wave SoundTouch IV system is only an input, not an output. This means that you can only send audio to the Wave system, not out of it to a pair of headphones. If you wanted, you could purchase a Bluetooth transmitter to connect to the headphones jack on the back of the system, and connect your BT headphones to that!
If you have any more questions, please let us know.