Making predictions about future events relies on interpreting streams of information that may initially appear incomprehensible. This skill relies on extracting regular patterns in space and time by mere exposure to the environment (i.e. without explicit feedback). Yet, we know little about the functional brain networks that mediate this type of statistical learning. Here, we test whether changes in the processing and connectivity of functional brain networks due to training relate to our ability to learn temporal regularities. By combining behavioral training and functional brain connectivity analysis, we demonstrate that individuals adapt to the environment's statistics as they change over time from simple repetition to probabilistic combinations. Further, we show that individual learning of temporal structures relates to response strategy. Our fMRI results demonstrate that learning-dependent changes in fMRI activation within and functional connectivity between brain networks relate to individual variability in strategy. In particular, extracting the exact sequence statistics (i.e. matching) relates to changes in brain networks known to be involved in memory and stimulus-response associations, while selecting the most probable outcomes in a given context (i.e. maximizing) relates to changes in frontal and striatal networks. Thus, our findings provide evidence that dissociable brain networks mediate individual ability in learning behaviorally-relevant statistics.