Predictive coding is a theoretical framework that provides a functional interpretation of top-down and bottom-up interactions in sensory processing. The theory suggests there are differences in message passing up versus down the cortical hierarchy. These differences result from the linear feedforward of prediction errors, and the nonlinear feedback of predictions. This implies that cross-frequency interactions should predominate top-down. But it remains unknown whether these differences are expressed in cross-frequency interactions in the brain. Here we examined bidirectional cross-frequency coupling across four sectors of the auditory hierarchy in the macaque. We computed two measures of cross-frequency coupling, phase–amplitude coupling (PAC) and amplitude–amplitude coupling (AAC). Our findings revealed distinct patterns for bottom-up and top-down information processing among cross-frequency interactions. Both top-down and bottom-up interactions made prominent use of low frequencies: low-to-low-frequency (theta, alpha, beta) and low-frequency-to-high- gamma couplings were predominant top-down, while low-frequency-to-low-gamma couplings were predominant bottom-up. These patterns were largely preserved across coupling types (PAC and AAC) and across stimulus types (natural and synthetic auditory stimuli), suggesting that they are a general feature of information processing in auditory cortex. Our findings suggest the modulatory effect of low frequencies on gamma-rhythms in distant regions is important for bidirectional information transfer. The finding of low-frequency-to-low-gamma interactions in the bottom-up direction suggest that nonlinearities may also play a role in feedforward message passing. Altogether, the patterns of cross-frequency interaction we observed across the auditory hierarchy are largely consistent with the predictive coding framework.