An A319 Captain reports that he and his First Officer apparently did not hear a Tower Controller's heading clearance during takeoff; due to a continuous repetitive chime and flashing red master warning light in the cockpit caused by an ECAM message of L/G NOT DOWN AND LOCKED.

Narrative

Departing ZZZ runway we were cleared for takeoff. Captain flying; First Officer on the radio. ZZZ Tower cleared us for takeoff and an immediate left turn heading 165; First Officer read back the clearance and a heading of 165 degrees. When airborne the First Officer raised the gear handle and we got a continuous repetitive chime and a flashing red master warning light. Captain yelled 'select heading' and turned to the preselected heading of 165. The warning chime and light were caused by an ECAM message of L/G NOT DOWN AND LOCKED. The chime would not silence by using the red warning light; so we had to use the all clear button. This took a few moments. During this time we may have missed a call from the Tower. When the warning chime was finally silenced we heard the Tower tell us to turn to a heading of 065 now. We did so immediately. Then it dawned on me that maybe our initial heading should have been 065 and not the 165 we turned to. We may have misheard Tower's instructions and the Tower did not catch our read back error. Nothing else was mentioned by the Tower after we turned to a heading of 065. We should have listened more closely. I normally take off from Runway XX and I did not notice anything wrong with a 165 heading off of Runway YY. Tower Controllers could speak a little slower.