People rely on multiple learning systems to complete weather prediction (WP) tasks with visual cues. However, how people perform in audio and audiovisual modalities remains elusive. The present research investigated how the cue modality influences performance in probabilistic category learning and conscious awareness about the category knowledge acquired. A modified weather prediction task was adopted, in which the cues included two dimensions from visual, auditory, or audiovisual modalities. The results of all three experiments revealed better performances in the visual modality relative to the audio and audiovisual modalities. Moreover, participants primarily acquired unconscious knowledge in the audio and audiovisual modalities, while conscious knowledge was acquired in the visual modality. Interestingly, factors such as the amount of training, the complexity of visual stimuli, and the number of objects to which the two cues belonged influenced the amount of conscious knowledge acquired but did not change the visual advantage effect. These findings suggest that individuals can learn probabilistic cues and category associations across different modalities, but a robust visual advantage persists. Specifically, visual associations can be learned more effectively, and are more likely to become conscious. The possible causes and implications of these effects are discussed.