Learning depends on surprise and is not engendered by predictable occurrences. In this functional magnetic resonance imaging (fMRI) study of causal associative learning, we show that dorsolateral prefrontal cortex (DLPFC) is associated specifically with the adjustment of inferential learning on the basis of unpredictability. At the outset, when all associations were unpredictable, DLPFC activation was maximal. This response attenuated with learning but, subsequently, activation here was evoked by surprise violations of the learned association. Furthermore, the magnitude of DLPFC response to a surprise event was sensitive to the relationship that had been learned and was predictive of subsequent behavioral change. In short, the physiological response properties of right DLPFC satisfied specific predictions made by associative learning theory.