In a new environment, humans and animals can detect and learn that cues predict meaningful outcomes, and use this information to adapt their responses. This process is termed Pavlovian conditioning. Pavlovian conditioning is also observed for stimuli that predict outcome-associated cues; a second type of conditioning is termed higher-order Pavlovian conditioning. In this review, we will focus on higher-order conditioning studies with simultaneous and backward conditioned stimuli. We will examine how the results from these experiments pose a challenge to models of Pavlovian conditioning like the Temporal Difference (TD) models, in which learning is mainly driven by reward prediction errors. Contrasting with this view, the results suggest that humans and animals can form complex representations of the (temporal) structure of the task, and use this information to guide behavior, which seems consistent with model-based reinforcement learning. Future investigations involving these procedures could result in important new insights on the mechanisms that underlie Pavlovian conditioning.