Sense of agency, the feeling of having control over one’s actions, is modulated by whether one’s choices lead to desired or undesired outcomes. Learning similarly depends on outcome values from previous experience. In the current study, we evaluate a possible link between the sense of agency and learning, by investigating how intentional binding, an implicit measure of agency, changes during a probabilistic learning task. In two experiments, we show increased intentional binding in trials that follow losses, compared with trials that follow wins. Experiment 1 demonstrated that this post-error agency boost (PEAB) effect is rule-specific, as it did not occur if the trial following an error involved different action–outcome contingencies. Furthermore, PEAB was not modulated by the type of outcome presentation (monetary vs. affective). Experiment 2 showed that the PEAB effect can also occur when the current action involves a forced (as opposed to free) choice, but only when the previous, loss-provoking action was chosen freely. Thus, PEAB occurs when current actions are informed by outcomes of one’s own previous action choices. Electroencephalography (EEG) data linked these effects to two event-related potential components, namely, the Feedback Related Negativity and the P300. Taken together, these results support the notion that PEAB reflects an adaptive property of human sense of agency, facilitating effective learning about the action–outcome structure of a specific task, to optimise future performance. By clarifying the conditions for enhancing the sense of agency through learning, this work adds to our understanding of human learning and agency.