The temporal credit assignment problem, which aims to discover the predictive features hidden in distracting background streams with delayed feedback, remains a core challenge in biological and machine learning. To address this issue, we propose a novel spatio-temporal credit assignment algorithm called STCA for training deep spiking neural networks (DSNNs). We present a new spatiotemporal error backpropagation policy by defining a temporal based loss function, which is able to credit the network losses to spatial and temporal domains simultaneously. Experimental results on MNIST dataset and a music dataset (MedleyDB) demonstrate that STCA can achieve comparable performance with other state-of-the-art algorithms with simpler architectures. Furthermore, STCA successfully discovers predictive sensory features and shows the highest performance in the unsegmented sensory event detection tasks.