Human cognition relies on the ability to encode complex regularities in the input. Regularities above a certain complexity level can involve the feature of embedding, defined by nested relations between sequential elements. While comparative studies suggest the cognitive processing of embedding to be human specific, evidence of its ontogenesis is lacking. To assess infants' ability to process embedding, we implemented nested relations in tone sequences, minimizing perceptual and memory requirements. We measured 5-month-olds' brain responses in two auditory oddball paradigms, presenting standard sequences with one or two levels of embedding, interspersed with infrequent deviant sequences violating the established embedding rules. Brain potentials indicate that infants detect embedding violations and thus appear to track nested relations. This shows that the ability to encode embedding may be part of the basic human cognitive makeup, which might serve as scaffolding for the acquisition of complex regularities in language or music.