Emotional contagion, the ability to feel what other individuals feel without necessarily understanding the feeling or knowing its source, is thought to be an important element of social life. In humans, emotional contagion has been shown to be stronger in women than men. Emotional contagion has been shown to exist also in rodents, and a growing number of studies explore the neural basis of emotional contagion in male rats and mice. Here we explore whether there are sex differences in emotional contagion in rats. We use an established paradigm in which a demonstrator rat receives footshocks while freezing is measured in both the demonstrator and an observer rat. The two rats can hear, smell and see each other. By comparing pairs of male rats with pairs of female rats, we found (i) that female demonstrators froze less when submitted to footshocks, but that (ii) the emotional contagion response, i.e. the degree of influence across the rats, did not depend on the sex of the rats. This was true whether emotional contagion was quantified based on the slope of a regression linking demonstrator and observer average freezing, or on Granger causality estimates of moment-to-moment freezing. The lack of sex differences in emotional contagion is compatible with an interpretation of emotional contagion as serving selfish danger detection.