Musical expertise entails meticulous stylistic specialisation and enculturation. Even so, research on musical training effects has focused on generalised comparisons between musicians and non-musicians, and cross-cultural work addressing specialised expertise has traded cultural specificity and sensitivity for other methodological limitations. This study aimed to experimentally dissociate the effects of specialised stylistic training and general musical expertise on the perception of melodies. Non-musicians and professional musicians specialising in classical music or jazz listened to sampled renditions of saxophone solos improvised by Charlie Parker in the bebop style. Ratings of explicit uncertainty and expectedness for different continuations of each melodic excerpt were collected. An information theoretic model of expectation enabled selection of stimuli affording highly certain continuations in the bebop style, but highly uncertain continuations in the context of general tonal expectations, and vice versa. The results showed that expert musicians have acquired probabilistic characteristics of music influencing their experience of expectedness and predictive uncertainty. While classical musicians had internalised key aspects of the bebop style implicitly, only jazz musicians’ explicit uncertainty ratings reflected the computational estimates, and jazz-specific expertise modulated the relationship between explicit and inferred uncertainty data. In spite of this, there was no evidence that non-musicians and classical musicians used a stylistically irrelevant cognitive model of general tonal music providing support for the theory of cognitive firewalls between stylistic models in predictive processing of music.