The similarity of musical scales and consonance judgments across human populations has no generally accepted explanation. Here we present evidence that these aspects of auditory perception arise from the statistical structure of naturally occurring periodic sound stimuli. An analysis of speech sounds, the principal source of periodic sound stimuli in the human acoustical environment, shows that the probability distribution of amplitude-frequency combinations in human utterances predicts both the structure of the chromatic scale and consonance ordering. These observations suggest that what we hear is determined by the statistical relationship between acoustical stimuli and their naturally occurring sources, rather than by the physical parameters of the stimulus per se.