In probabilistic category learning tasks, people learn incrementally the "probabilistic" association between cues and outcomes. Here, we first discussed cognitive strategies used in probabilistic category learning, the unconsciousness of probabilistic category learning, as well as the relationship between probabilistic category learning and working memory and attention. Then, we reviewed the different roles of various brain regions, including the basal ganglia, the medial temporal lobe, the prefrontal lobe and the parietal lobe, in probabilistic category learning. Finally, we suggest that probabilistic category learning might involve both implicit and explicit processes and future research is needed to further explore the cognitive and neural mechanisms of probabilistic category learning.