Perceptual learning, the improved sensitivity via repetitive practice, is a universal phenomenon in vision and its neural mechanisms remain controversial. A central question is which stage of processing is changed after training. To answer this question, we measured the contrast response functions and electroencephalography (EEG) before and after ten daily sessions of contrast detection training. Behavioral results showed that training substantially improved visual acuity and contrast sensitivity. The learning effect was significant at the trained condition and partially transferred to control conditions. Event-related potential (ERP) results showed that training reduced the latency in both early and late ERPs at the trained condition. Specifically, contrast-gain-related changes were observed in the latency of P1, N1-P2 complex, and N2, which reflects neural changes across the early, middle, and high-level sensory stages. Meanwhile, response-gain-related changes were found in the latency of N2, which indicates stimulus-independent effect in higher-level stages. In sum, our findings indicate that learning leads to changes across different processing stages and the extent of learning and transfer may depend on the specific stage of information processing.