A remarkable ability of the cognitive system is to make novel inferences on the basis of prior experiences. What mechanism supports such inferences? We propose that statistical learning is a process through which transitive inferences of new associations are made between objects that have never been directly associated. After viewing a continuous sequence containing two base pairs (e.g., A–B, B–C), participants automatically inferred a transitive pair (e.g., A–C) where the two objects had never co-occurred before (Experiment 1). This transitive inference occurred in the absence of explicit awareness of the base pairs. However, participants failed to infer the transitive pair from three base pairs (Experiment 2), showing the limits of the transitive inference (Experiment 3). We further demonstrated that this transitive inference can operate across the categorical hierarchy (Experiments 4–7). The findings revealed a novel consequence of statistical learning in which new transitive associations between objects are implicitly inferred.