Dr. Roger Gold, a professor of etymology at Texas A&M University, says that "based on the testing we have done through the years, the claims of repelling insects [with sound] are unfounded." His tests included putting insects inside boxes and blasting them with different kind of sonic devices (ultrasonic, subsonic, audible, etc.) and none of them did anything to the bugs.
source : http://www.buzzfeed.com/reyhan/do-sonic-bug-repellents-actually-work