In the context of visual object search and localization, saliency maps provide an efficient way to find object candidates in images. Unlike most approaches, we propose a way to learn saliency maps directly on a robot, by exploring the environment, discovering salient objects using geometric cues, and learning their visual aspects. More importantly, we provide an autonomous exploration strategy able to drive the robot for the task of learning saliency. For that, we describe the Reinforcement Learning-Intelligent Adaptive Curiosity algorithm (RL-IAC), a mechanism based on IAC (Intelligent Adaptive Curiosity) able to guide the robot through areas of the space where learning progress is high, while minimizing the time spent to move in its environment without learning. We demonstrate first that our saliency approach is an efficient tool to generate relevant object boxes proposal in the input image and significantly outperforms state-of-the-art algorithms. Second, we show that RL-IAC can drastically decrease the required time for learning saliency compared to random exploration.