Short-term training can lead to improvements in behavioral discrimination of auditory and visual stimuli, as well as enhanced EEG responses to those stimuli. In the auditory domain, fluency with tonal languages and musical training has been associated with long-term cortical and subcortical plasticity, but less is known about the effects of shorter-term training. This study combined electroencephalography (EEG) and behavioral measures to investigate short-term learning and neural plasticity in both auditory and visual domains. Forty adult participants were divided into four groups. Three groups trained on one of three tasks, involving discrimination of auditory fundamental frequency (F0), auditory amplitude modulation rate (AM), or visual orientation (VIS). The fourth (control) group received no training. Pre- and post-training tests, as well as retention tests 30 days after training, involved behavioral discrimination thresholds, steady-state visually evoked potentials (SSVEP) to the flicker frequencies of visual stimuli, and auditory envelope-following responses simultaneously evoked and measured in response to rapid stimulus F0 (EFR), thought to reflect subcortical generators, and slow amplitude modulation (ASSR), thought to reflect cortical generators. Enhancement of the ASSR was observed in both auditory-trained groups, not specific to the AM-trained group, whereas enhancement of the SSVEP was found only in the visually-trained group. No evidence was found for changes in the EFR. The results suggest that some aspects of neural plasticity can develop rapidly and may generalize across tasks but not across modalities. Behaviorally, the pattern of learning was complex, with significant cross-task and cross-modal learning effects.