While the technology underlying speech interfaces has improved in recent years, our understanding of the human side of speech interactions remains limited. This paper provides new insight on one important human aspect of speech interactions: the sense of agency -defined as the experience of controlling one's own actions and their outcomes. Two experiments are described. In each case a voice command is compared with keyboard input. Agency is measured using an implicit metric: intentional binding. In both experiments we find that participants' sense of agency is significantly reduced for voice commands as compared to keyboard input. This finding presents a fundamental challenge for the design of effective speech interfaces. We reflect on this finding and, based on current theory in HCI and cognitive neuroscience, offer possible explanations for the reduced sense of agency observed in speech interfaces. Speech interfaces; voice commands; the sense of agency.