The seemingly effortless ability of our auditory system to rapidly detect new events in a dynamic environment is crucial for survival. Whether the underlying brain processes are innate is unknown. To answer this question, electroencephalography was recorded while regularly patterned (REG) versus random (RAND) tone sequences were presented to sleeping neonates. Regular relative to random sequences elicited differential neural responses after only a single repetition of the pattern indicating the existence of an innate capacity of the auditory system to detect auditory sequential regularities. We show that the newborn auditory system accumulates evidence only somewhat longer than the minimum amount determined by the ideal Bayesian observer model (the prediction from a variable-order Markov chain model) before detecting a repeating pattern. Thus, newborns can quickly form representations for regular features of the sound input, preparing the way for learning the contingencies of the environment.