We report on the first three-dimensional numerical simulations of first-order phase transitions in the early Universe to include the cosmic fluid as well as the scalar field order parameter. We calculate the gravitational wave (GW) spectrum resulting from the nucleation, expansion, and collision of bubbles of the low-temperature phase, for phase transition strengths and bubble wall velocities covering many cases of interest. We find that the compression waves in the fluid continue to be a source of GWs long after the bubbles have merged, a new effect not taken properly into account in previous modeling of the GW source. For a wide range of models, the main source of the GWs produced by a phase transition is, therefore, the sound the bubbles make.