Auditory attention detection (AAD) seeks to detect the attended speech from EEG signals in a multi-talker scenario, i.e. cocktail party. As the EEG channels reflect the activities of different brain areas, a task-oriented channel selection technique improves the performance of brain-computer interface applications. In this study, we propose a soft channel attention mechanism, instead of hard channel selection, that derives an EEG channel mask by optimizing the auditory attention detection task. The neural AAD system consists of a neural channel attention mechanism and a convolutional neural network (CNN) classifier. We evaluate the proposed framework on a publicly available database. We achieve 88.3% and 77.2% for 2-second and 0.1-second decision windows with 64-channel EEG; and 86.1% and 83.9% for 2-second decision windows with 32-channel and 16-channel EEG, respectively. The proposed framework outperforms other competitive models by a large margin across all test cases.