Spiking neural networks (SNNs) could play a key role in unsupervised machine learning applications, by virtue of strengths related to learning from the fine temporal structure of event-based signals. However, some spike-timing-related strengths of SNNs are hindered by the sensitivity of spike-timing-dependent plasticity (STDP) rules to input spike rates, as fine temporal correlations may be obstructed by coarser correlations between firing rates. In this article, we propose a spike-timing-dependent learning rule that allows a neuron to learn from the temporally-coded information despite the presence of rate codes. Our long-term plasticity rule makes use of short-term synaptic fatigue dynamics. We show analytically that, in contrast to conventional STDP rules, our fatiguing STDP (FSTDP) helps learn the temporal code, and we derive the necessary conditions to optimize the learning process. We showcase the effectiveness of FSTDP in learning spike-timing correlations among processes of different rates in synthetic data. Finally, we use FSTDP to detect correlations in real-world weather data from the United States in an experimental realization of the algorithm that uses a neuro-morphic hardware platform comprising phase-change memristive devices. Taken together, our analyses and demonstrations suggest that FSTDP paves the way for the exploitation of the spike-based strengths of SNNs in real-world applications.