The processing of continuous and complex auditory signals such as speech relies on the ability to use statistical cues (e.g. transitional probabilities). In this study, participants heard short auditory sequences composed either of Italian syllables or bird songs and completed a regularity-rating task. Behaviorally, participants were better at differentiating between levels of regularity in the syllable sequences than in the bird song sequences. Inter-individual differences in sensitivity to regularity for speech stimuli were correlated with variations in surface-based cortical thickness (CT). These correlations were found in several cortical areas including regions previously associated with statistical structure processing (e.g. bilateral superior temporal sulcus, left precentral sulcus and inferior frontal gyrus), as well other regions (e.g. left insula, bilateral superior frontal gyrus/sulcus and supramarginal gyrus). In all regions, this correlation was positive suggesting that thicker cortex is related to higher sensitivity to variations in the statistical structure of auditory sequences. Overall, these results suggest that inter-individual differences in CT within a distributed network of cortical regions involved in statistical structure processing, attention and memory is predictive of the ability to detect structural structure in auditory speech sequences.