The brain constantly generates predictions about the environment to guide action. Unexpected events lead to surprise and can necessitate the modification of ongoing behavior. Surprise can occur for any sensory domain, but it is not clear how these separate surprise signals are integrated to affect motor output. By applying a trial-to-trial Bayesian surprise model to human electroencephalography data recorded during a cross-modal oddball task, we tested whether there are separate predictive models for different sensory modalities (visual, auditory), or whether expectations are integrated across modalities such that surprise in one modality decreases surprise for a subsequent unexpected event in the other modality. We found that while surprise was represented in a common frontal signature across sensory modalities (the fronto-central P3 event-related potential), the single-trial amplitudes of this signature more closely conformed to a model with separate surprise terms for each sensory domain. We then investigated whether surprise-related fronto-central P3 activity indexes the rapid inhibitory control of ongoing behavior after surprise, as suggested by recent theories. Confirming this prediction, the fronto-central P3 amplitude after both auditory and visual unexpected events was highly correlated with the fronto-central P3 found after stop-signals (measured in a separate stop-signal task). Moreover, surprise-related and stopping-related activity loaded onto the same component in a cross-task independent components analysis. Together, these findings suggest that medial frontal cortex maintains separate predictive models for different sensory domains, but engages a common mechanism for inhibitory control of behavior regardless of the source of surprise.