Schizophrenia is associated with heterogeneity in symptoms, cognition and treatment response. Probabilistic association learning, involving a gradual learning of cue–outcome associations, activates a frontal-striatal network in healthy adults. Studies of probabilistic association learning in schizophrenia have shown frontal-striatal dysfunction although considerable heterogeneity in performance has also been reported. Anodal transcranial direct current stimulation (tDCS) to the dorsolateral prefrontal cortex has been shown to improve probabilistic association learning in healthy adults. The aim of the current study was to determine the extent to which anodal tDCS to the left dorsolateral prefrontal cortex would reverse probabilistic association learning deficits in schizophrenia. Prior to tDCS, 20 people with schizophrenia performed an initial baseline assessment without stimulation. Anodal tDCS was administered continuously for 20min at an intensity of 2.0mA to the left dorsolateral prefrontal cortex in a single-blind, counterbalanced, sham-controlled, cross-over design while participants performed 150 trials of a probabilistic association learning test. Although anodal tDCS failed to improve probabilistic association learning based on the whole sample performance, greater variance in the active relative to the sham conditions suggested a subset of people may respond to treatment. Further correlation, regression and cluster analyses revealed differential effects of baseline performance on active tDCS and sham treatment and that there was a subset of people with schizophrenia who displayed improvement with tDCS suggesting that anodal tDCS to the dorsolateral prefrontal cortex may facilitate access to existing prefrontal cortex neural reserves in people with schizophrenia who show adequate capacity to learn at baseline.