This study aimed to examine whether a lactating Steller sea lion pup (Eumetopias jubatus) could learn the associations between human commands (verbal/ visual) and behavior. A male Steller sea lion pup named Kanata was artificially cared for from the age of 36 hours. When Kanata was three months old, we began behavior-shaping training using milk as a reinforcer. During the training phase, which lasted approximately three months, Kanata learned nine behaviors. The trainers simultaneously presented Kanata with both hand signals and vocal commands to condition each behavior's association with the human commands. In the test phase, we tested the effects of associative learning between the human commands and each behavior in the three conditions. When trainers simultaneously gave him hand signals and vocal commands (Condition 1), Kanata’s performance was significantly higher than for the other conditions (Condition 2: only hand signals and Condition 3: only vocal commands). Additionally, Kanata’s performance was significantly higher in Condition 2 than in Condition 3. Although Kanata’s performance was stable for all commands in both Conditions 1 and 2, it was significantly low for almost all commands in Condition 3. These results provide the first evidence to suggest that a Steller sea lion pup has an excellent ability of associative learning and that he could shape the associations between the human commands and behaviors in both visual and auditory modalities, but his learning association could be dominant in visual information, compared to auditory information.