Thunderbolt Station and Thunderbolt Station 2 are fully compatible with the headphones, for example, iPhone’s or Samsung’s.
Since most 3.5 mm headphones used with mobile phone have 3 or 4 conductors on the plug, they tend to combine both audio input and output together on a combo connector. CalDigit’s Thunderbolt Station has two audio ports on it, one is dedicated for audio output and one is for audio input. As a result, if you plug in a combo headphone into one of the audio ports on the Station, you can only use it for either audio output or input depending on the port you have plugged it into.
You can obtain a 3.5mm Female to 2 Male headphone audio Y splitter adapter, plug one audio input male plug into the audio input port on the Station, and the other audio output male plug into the audio output port. The female port on the adapter will connect to your comp headphone (i.e. iPhone headphones). This way you can obtain both audio input and output simultaneously through our Thunderbolt Station. Below is the sample picture of the Y splitter:

3.5mm Aux Cable Splitter
If you use 2.5 mm headphones, you may need to obtain an adapter that can convert from 2.5 mm to 3.5 mm.
Notes:
- If you do not have such Y splitter adapter, your 3.5 mm headphones are still compatible with our Thunderbolt Station. You can choose either the audio input or output port, not both at same time.
- You will need to change your audio input and output preference from “Sound” preference. See below for details: Setting Thunderbolt Station audio ports as default audio input and output
Additional Information: WiKiPedia – Phone connector (audio)