To make effective decisions, people need to consider the relationship between actions and outcomes. These are often separated by time and space. The neural mechanisms by which disjoint actions and outcomes are linked remain unknown. One promising hypothesis involves neural replay of nonlocal experience. Using a task that segregates direct from indirect value learning, combined with magnetoencephalography, we examined the role of neural replay in human nonlocal learning. After receipt of a reward, we found significant backward replay of nonlocal experience, with a 160-millisecond state-to-state time lag, which was linked to efficient learning of action values. Backward replay and behavioral evidence of nonlocal learning were more pronounced for experiences of greater benefit for future behavior. These findings support nonlocal replay as a neural mechanism for solving complex credit assignment problems during learning.