Cognitive flexibility reflects the ability to switch quickly between tasks or stimulus sets, which is an important feature of human intelligence. Researchers have confirmed that this ability is related to the learners' academic achievement, cognitive ability, and creativity development. The number-letter switching task is an effective tool for measuring cognitive flexibility. Previous studies have found that high flexibility individuals perform better in rule-based tasks such as the Iowa Gambling Task. It is not clear whether highly flexible learners have learning advantages when the rule tasks involve probabilistic cues. Using an inter-individual differences approach, we examined whether cognitive flexibility, as assessed by the number-letter task, is associated with the learning process of a probabilistic rule task. The results showed that the high flexibility group reached a higher level of rule acquisition, and the accuracy during the post-learning stage was significantly higher than the low flexibility group. These findings demonstrate that cognitive flexibility is associated with the performance after the rule acquisition during the probabilistic rule task. Future research should explore the internal process of learning differences between high and low flexibility learners by using other technologies across multiple modes.