We deal with an important problem in the field of anesthesiology known as automatic segmentation of nerve structures depicted in ultrasound images. This is important to aid the experts in anesthesiology, in order to carry out Peripheral Nerve Blocking (PNB). Ultrasound imaging has gained recent interest for performing PNB procedures since it offers a non-invasive visualization of the nerve and the anatomical structures around it. However, the location of these nerves in ultrasound images is a difficult task for the specialist due to the artifacts (i.e. speckle noise) that affect the intelligibility of a given image. In this paper, we present a probabilistic approach based on Simple Linear Iterative Clustering (SLIC-superpixels) and Gaussian processes for automatic segmentation of peripheral nerves. First, we use Graph cuts segmentation to define a region of interest (ROI). Such a ROI is divided into several correlated regions using SLIC-superpixels, then, a nonlinear Wavelet transform is applied as feature extraction stage. Finally, we use a classification scheme based on Gaussian Processes in order to predict the label of each parametrized superpixel (the label can be "nerve" or "background"). The accuracy of the proposed method is measured in terms of the Dice coefficient. Results obtained show performances with a Dice coefficient of 0.6524±0.0085 which brings accurate performances in nerve segmentation processes.