Touchless interfaces allow users to view, control and manipulate digital content without physically touching an interface. They are being explored in a wide range of application scenarios from medical surgery to car dashboard controllers. One aspect of touchless interaction that has not been explored to date is the Sense of Agency (SoA). The SoA refers to the subjective experience of control over voluntary actions in the external world. In this research, we investigated the SoA in touchless systems using the intentional binding paradigm. We first compare touchless systems with physical interactions and then augmented different types of haptic feedback to explore how different outcome modalities influence intentional binding. From our experiments, we demonstrated that an intentional binding effect is observed in both physical and touchless interactions with no statistical difference. Additionally, we found that haptic and auditory feedback help to increase SoA compared with visual feedback in touchless interfaces.