How to listen a voicemail by using T-Mobile visual voicemail, but without everyone else hearing it?

I received a voicemail that I would like to keep confidential (i.e., in the category of medical information, counseling, and similar). I am using only wired headsets. However, when I plug headsets in, the sound is practically the same as when I do not plug the headphones in. This means that everyone around me can hear the voicemail. Especially when the person who left voicemail speaks loudly. 

Are there any possible solutions? E.g., is there an app that I could install to decrease the volume below the minimum volume (so that at least it is more difficult for others to hear it)? Or, what others do in such situation? E.g., is it maybe more confidential if I go to a public place, and listen the voicemail there (i.e., less likely that people who probably do not know me would care about what they hear)? Or, are there any other solutions? 

(If relevant: 1) no issues with listening music on phone. So it seems that this is a software issue, not a device issue. 2) using Android.)