Hi chaloupi, good news: if you’ve updated to WordPress 3.6, you have an audio player already that’s compatible with mobile devices: How to embed audio and video players in WordPress
There are lots more in the plugins directory, though, and the details for each should tell you if they have special mobile-compatibility: http://wordpress.org/plugins/search.php?q=audio+player
If you are looking for something compatible with a certain streaming service (soundcloud, etc), or you have more details you want to fulfill, let us know and maybe we can make more specialized suggestions.
Where can I find the audio player on wordpress?
Did you check out this tutorial, posted above? How to embed audio and video players in WordPress
Look through it and let us know if you have any more specific questions! Good luck.
