Rules and regularities of language are typically processed in an implicit and effortless way in the human brain. Individuals with developmental dyslexia have problems in implicit learning of regularities in sequential stimuli, but the neural basis of this deficit has not been studied. This study investigated extraction and utilization of a complex auditory rule at neural and perceptual levels in 18 adults with dyslexia and 20 typical readers. Mismatch negativity (MMN) and P3a responses to rule violations in speech stimuli, reflecting change detection and attention switch, respectively, were recorded with electroencephalogram. Both groups reported no or little explicit awareness of the rule, suggesting implicit processing. People with dyslexia showed deficient extraction of the rule evidenced by diminished MMNs estimated to originate particularly from the left perisylvian region. The group difference persisted in the attentive condition after the participants were told about the rule, and behavioral detection of the rule violations was poor in people with dyslexia, possibly suggesting difficulties also in utilizing explicit information of the rule. Based on these results, the speech processing difficulties in dyslexia extend beyond phoneme discrimination and basic auditory feature extraction. Challenges in implicit extraction and effortless adoption of complex auditory rules may be central to language learning difficulties in dyslexia.