Visual objects in the peripersonal space (PPS), are perceived faster than farther ones, appearing in the extrapersonal space (EPS). This shows preferential processing for visual stimuli near our body. Such an advantage should favor visual perceptual learning occurring near, as compared to far from observers, but opposite evidence has been recently provided from online testing protocols, showing larger perceptual learning in the far space. Here, we ran two laboratory-based experiments investigating whether visual training in PPS and EPS has different effects. We used the horizontal Ponzo Illusion to create a lateralized depth perspective while participants completed a visual search task in which they reported whether or not a specific target object orientation (e.g., a triangle pointing upward) was present amongst distractors. This task was completed before and after a training phase in either the (illusory) near or far space for one hour. In Experiment 1, the near space was in the left hemispace, whereas in Experiment 2 it was in the right. Results showed that, in both experiments, participants were more accurate after training in the far space, whereas training in the near space led to either improvement in the far space (Exp. 1), or no change (Exp. 2). Moreover, we found a larger visual perceptual learning when stimuli were presented in the left compared to the right hemispace. Differently from visual processing, visual perceptual learning is more effective in the far space. We propose that depth is a key dimension that can be used to improve human visual learning.