Carl Jung refers to “color hearing” in his Symbols of Transformation in 1912.
The fusion of sound, speech, light, and fire is expressed in an almost physiological way in the phenomenon of “colour-hearing,” i.e., the perception of the tonal quality of colours and the chromatic quality of musical tones. This leads one to think that there must be a preconscious identity between them: the two phenomena have something in common despite their real differences. It is probably no accident that the two most important discoveries which distinguish man from all other living beings, namely speech and the use of fire, should have a common psychic background. Both are products of psychic energy, of libido or mana.
CW 5 Symbols of Transformation, paragraph 237
Source:
Jung CG (1956) [1912]. “The Transformation of Libido”. Symbols of Transformation. CW5, London: Routledge & Kegan Paul. p. 237.