Events and objects in the world must be inferred from sensory signals to support behavior. Because sensory measurements are temporally and spatially local, the estimation of an object or event can be viewed as the grouping of these measurements into representations of their common causes. Perceptual grouping is believed to reflect internalized regularities of the natural environment, yet grouping cues have traditionally been identified using informal observation, and investigated using artificial stimuli. The relationship of grouping to natural signal statistics has thus remained unclear, and additional or alternative cues remain possible. Here we derive auditory grouping cues by measuring and summarizing statistics of natural sound features. Feature co-occurrence statistics reproduced established cues but also revealed previously unappreciated grouping principles. The results suggest that auditory grouping is adapted to natural stimulus statistics, show how these statistics can reveal novel grouping phenomena, and provide a framework for studying grouping in natural signals.