The present study investigated whether neural responses could demonstrate the statistical learning of chord sequences and how the perception underlying a pitch class can affect the statistical learning of chord sequences. Neuromagnetic responses to two chord sequences of augmented triads that were presented every 0.5 s were recorded from fourteen right-handed participants. One sequence was a series of 360 chord triplets, each of which consisted of three chords in the same pitch class (clustered pitch-classes sequences). The other sequence was a series of 360 chord triplets, each of which consisted of three chords in different pitch classes (dispersed pitch-classes sequences). The order of the triplets was constrained by a first-order Markov stochastic model such that a forthcoming triplet was statistically defined by the most recent triplet (80% for one; 20% for the other two). We performed a repeated-measures ANOVA with the peak amplitude and latency of the P1m, N1m and P2m. In the clustered pitch-classes sequences, the P1m responses to the triplets that appeared with higher transitional probability were significantly reduced compared with those with lower transitional probability, whereas no significant result was detected in the dispersed pitch-classes sequences. Neuromagnetic significance was concordant with the results of familiarity interviews conducted after each learning session. The P1m response is a useful index for the statistical learning of chord sequences. Domain-specific perception based on the pitch class may facilitate the domain-general statistical learning of chord sequences.