Individuals differ in their ability to deal with unpredictable environments. Could impaired performances on learning an unpredictable cue-criteria relationship in a laboratory task be associated with impaired learning of complex skills in a natural setting? We focused on a multiple-cue probability learning (MCPL) laboratory task and on the natural setting of pilot training. We used data from three selection sessions and from the three corresponding selected pilot student classes of a national airline pilot selection and training system. First, applicants took an MCPL task at the selection stage (N = 556; N = 701; N = 412). Then, pilot trainees selected from the applicant pools (N = 44; N = 60; N = 28) followed the training for 2.5 to 3 yrs. Differences in final MCPL performance were associated with pilot training difficulties. Indeed, poor MCPL performers experienced almost twice as many pilot training difficulties as better MCPL performers (44.0% and 25.0%, respectively).