Statistical learning (SL) is a fundamental cognitive ability enabling individuals to detect and exploit regularities in environmental input. It plays a crucial role in language acquisition, perceptual processing, and social learning, supporting development from infancy through adulthood. In this review, we adopt a multidimensional perspective to synthesize empirical and theoretical findings on SL, covering experimental paradigms, developmental trajectories, and neural mechanisms. Furthermore, we extend the discussion to the emerging intersection between SL and affective processes. Although emotional factors have recently been proposed to modulate SL performance, this area remains underexplored. We highlight current insights and theoretical frameworks addressing the SL–emotion interaction, such as predictive coding theory, and propose directions for future research. This review provides a comprehensive yet focused overview of SL across cognitive and affective domains, aiming to clarify the scope and future potential of this growing field.