Even adults without formal music training have implicit musical knowledge that they have acquired through day-to-day exposure to the music of their culture. Two of the more sophisticated musical abilities to develop in childhood are knowledge of key membership (which notes belong in a key) and harmony (chords and chord progressions). Previous research suggests sensitivity to key membership by 4 or 5 years, but provides no behavioral evidence of harmony perception until 6 or 7. Thus, we examined knowledge of key membership and harmony in 4- and 5-year-old children using a simple task and a familiar song. In line with previous research, we found that even the youngest children had acquired key membership. Furthermore, even 4-year-olds demonstrated some knowledge of Western harmony, which continued to develop between 4 and 5 years of age. In sum, our results indicate that harmony perception begins to develop earlier than has been previously suggested.