The discovery of words in continuous speech is one of the first challenges faced by infants during language acquisition. This process is partially facilitated by statistical learning, the ability to discover and encode relevant patterns in the environment. Here, we used an electroencephalogram (EEG) index of neural entrainment to track 6-montholds’ (N = 25) segmentation of words from continuous speech. Infants’ neural entrainment to embedded words increased logarithmically over the learning period, consistent with a perceptual shift from isolated syllables to wordlike units. Moreover, infants’ neural entrainment during learning predicted postlearning behavioral measures of word discrimination (n = 18). Finally, the logarithmic increase in entrainment to words was comparable in infants and adults, suggesting that infants and adults follow similar learning trajectories when tracking probability information among speech sounds. Statistical-learning effects in infants and adults may reflect overlapping neural mechanisms, which emerge early in life and are maintained throughout the life span.