It has been proposed that through evolution, the perceptual systems have evolved to encode external signals in the most optimal, efficient way possible. This has been amply demonstrated in the visual system, and more recently, evidence is emerging that the auditory system might also obey principles of efficiency. This talk will present a series of behavioral and brain imaging studies in which we investigate different aspects of efficient coding of speech and other natural sounds in the developing human auditory system. Additionally, I will also present information theoretical analyses of the statistical structure of speech in different languages, suggesting that linguistically relevant properties have important acoustic correlates in the speech signal when this latter is analyzed through principles of efficiency.