This may be a hardware issue with my Mac 2011, but headphones are not recognized automatically by the Sound procedure. So I tried adding headphones as an output device, but VoiceOver doesn't work in this Sound preferences area. The only way I can get it added is to let my sister (who's sighted) do it for me. I also notice that headphones will drop out of the table after a couple of weeks. This may be a known bug that I missed somewhere.
I had this problem with Yosemite , too.
Mac Pro 2011
El Capitan 10.11.4