Extracting the structure of complex environments is at the core of our ability to interpret the present and predict the future. This skill is important for a range of behaviours from navigating a new city to learning music and language. Classical approaches that investigate our ability to extract the principles of organisation that govern complex environments focus on reward-based learning. Yet, the human brain is shown to be expert at learning generative structure based on mere exposure and without explicit reward. Individuals are shown to adapt to-unbeknownst to them-changes in the environment's temporal statistics and predict future events. Further, we present evidence for a common brain architecture for unsupervised structure learning and reward-based learning, suggesting that the brain is built on the premise that 'learning is its own reward' to support adaptive behaviour.