What is the link between eye movements and sensory learning? Although some theories have argued for an automatic interaction between what we know and where we look that continuously modulates human information gathering behavior during both implicit and explicit learning, there exists limited experimental evidence supporting such an ongoing interplay. To address this issue, we used a visual statistical learning paradigm combined with a gaze contingent stimulus presentation and manipulated the explicitness of the task to explore how learning and eye movements interact. During both implicit exploration and explicit visual learning of unknown composite visual scenes, spatial eye movement patterns systematically and gradually changed in accordance with the underlying statistical structure of the scenes. Moreover, the degree of change was directly correlated with the amount and type of knowledge the observers acquired. Our results provide the first evidence for an ongoing and specific bidirectional interaction between hitherto accumulated knowledge and eye movements during both implicit and explicit visual statistical learning, in line with theoretical accounts of active learning.