Social transmission of freezing behavior has been conceived of as a one-way phenomenon in which an observer "catches" the fear of another. Here, we use a paradigm in which an observer rat witnesses another rat receiving electroshocks. Bayesian model comparison and Granger causality show that rats exchange information about danger in both directions: how the observer reacts to the demonstrator's distress also influences how the demonstrator responds to the danger. This was true to a similar extent across highly familiar and entirely unfamiliar rats but is stronger in animals preexposed to shocks. Injecting muscimol in the anterior cingulate of observers reduced freezing in the observers and in the demonstrators receiving the shocks. Using simulations, we support the notion that the coupling of freezing across rats could be selected for to more efficiently detect dangers in a group, in a way similar to cross-species eavesdropping.