Prediction error (“surprise”) affects the rate of learning: We learn more rapidly about cues for which we initially make incorrect predictions than cues for which our initial predictions are correct. The current studies employ electrophysiological measures to reveal early attentional differentiation of events that differ in their previous involvement in errors of predictive judgment. Error-related events attract more attention, as evidenced by features of event-related scalp potentials previously implicated in selective visual attention (selection negativity, augmented anterior N1). The earliest differences detected occurred around 120 msec after stimulus onset, and distributed source localization (LORETA) indicated that the inferior temporal regions were one source of the earliest differences. In addition, stimuli associated with the production of prediction errors show higher dwell times in an eye-tracking procedure. Our data support the view that early attentional processes play a role in human associative learning.