The brain performs various cognitive functions by learning the spatiotemporal salient features of the environment. This learning requires unsupervised segmentation of hierarchically organized spike sequences, but the underlying neural mechanism is only poorly understood. Here, we show that a recurrent gated network of neurons with dendrites can efficiently solve difficult segmentation tasks. In this model, multiplicative recurrent connections learn a context-dependent gating of dendro-somatic information transfers to minimize error in the prediction of somatic responses by the dendrites. Consequently, these connections filter the redundant input features represented by the dendrites but unnecessary in the given context. The model was tested on both synthetic and real neural data. In particular, the model was successful for segmenting multiple cell assemblies repeating in large-scale calcium imaging data containing thousands of cortical neurons. Our results suggest that recurrent gating of dendro-somatic signal transfers is crucial for cortical learning of context-dependent segmentation tasks.