The Tread is Bluetooth 4.2 compatible. You can reference the following articles for compatible devices.
To pair your Bluetooth headphones, put your headphones in pairing mode. Most headphones flash a blue light when they are in pairing mode (check that your headphones are not connected to any other devices before pairing).
Next, log in to your Tread and click the menu button on the bottom right corner of your home screen. Select “device settings” on the next menu, then find the Bluetooth option. Toggle the Bluetooth setting to "on" to have your bike search for and connect to your Bluetooth device.
If you are having trouble pairing your headphones, please contact Support at 866-679-9129 (option 2) or firstname.lastname@example.org.