The musician's brain is considered as a good model of brain plasticity as musical training is known to modify auditory perception and related cortical organization. Here, we show that music-related modifications can also extend beyond motor and auditory processing and generalize (transfer) to speech processing. Previous studies have shown that adults and newborns can segment a continuous stream of linguistic and non-linguistic stimuli based only on probabilities of occurrence between adjacent syllables, tones or timbres. The paradigm classically used in these studies consists of a passive exposure phase followed by a testing phase. By using both behavioural and electrophysiological measures, we recently showed that adult musicians and musically trained children outperform nonmusicians in the test following brief exposure to an artificial sung language. However, the behavioural test does not allow for studying the learning process per se but rather the result of the learning. In the present study, we analyze the electrophysiological learning curves that are the ongoing brain dynamics recorded as the learning is taking place. While musicians show an inverted U shaped learning curve, nonmusicians show a linear learning curve. Analyses of Event-Related Potentials (ERPs) allow for a greater understanding of how and when musical training can improve speech segmentation. These results bring evidence of enhanced neural sensitivity to statistical regularities in musicians and support the hypothesis of positive transfer of training effect from music to sound stream segmentation in general.