Statistical learning, the process by which people learn patterns of information from their environment that they can apply to new situations, is central to the development of many higher order cognitive skills. Despite a growing research literature, little is still known about how statistical learning operates across perceptual categories. To investigate this issue we assessed college students on their ability to learn a multisensory artificial grammar containing both auditory and visual elements and both within-categorical and cross-categorical associations. The results of Experiment 1 showed that participants were sensitive to grammatically correct test items and ungrammatical test items that contained within-categorical grammatical violations, but were not sensitive to items that contained cross-categorical violations across sensory modalities. Experiment 2 showed that participants were not sensitive to items that contained cross-categorical violations within the same sensory modality. Our findings suggest that multisensory integration across perceptual categories does not occur easily during statistical learning.