Statistical learning of sensory patterns can lead to predictive neural processes enhancing stimulus perception and enabling fast deviancy detection. Predictive processes have been extensively demonstrated when environmental statistical regularities are relevant to task execution. Preliminary evidence indicates that statistical learning can even occur independently of task relevance and top-down attention, although the temporal profile and neural mechanisms underlying sensory predictions and error signals induced by statistical learning of incidental sensory regularities remain unclear. In our study, we adopted an implicit sensory conditioning paradigm that elicited the generation of specific perceptual priors in relation to task-irrelevant audio-visual associations, while recording Electroencephalography (EEG). Our results showed that learning task-irrelevant associations between audio-visual stimuli resulted in anticipatory neural responses to predictive auditory stimuli conveying anticipatory signals of expected visual stimulus presence or absence. Moreover, we observed specific modulation of cortical responses to probabilistic visual stimulus presentation or omission. Pattern similarity analysis indicated that predictive auditory stimuli tended to resemble the response to expected visual stimulus presence or absence. Remarkably, Hierarchical Gaussian filter modeling estimating dynamic changes of prediction error signals in relation to differential probabilistic occurrences of audio-visual stimuli further demonstrated instantiation of predictive neural signals by showing distinct neural processing of prediction error in relation to violation of expected visual stimulus presence or absence. Overall, our findings indicated that statistical learning of non-salient and task-irrelevant perceptual regularities could induce the generation of neural priors at the time of predictive stimulus presentation, possibly conveying sensory-specific information about the predicted consecutive stimulus.