Pavlovian fear conditioning depends on prediction error, or the discrepancy between actual and expected outcomes. We used immunohistochemistry, neuronal tract tracing, and reversible inactivation to study the role of prefrontal cortex and thalamocortical pathways in predictive fear learning. Unexpected, but not expected, conditioned stimulus (CS)-unconditioned stimulus (US) presentations caused increased c-Fos expression in the prefrontal cortex (PFC), midline thalamus, lateral amygdala, as well as retrograde labeled midline thalamic afferents to PFC. Reversible inactivation of dorsomedial PFC, but not infralimbic PFC, prevented the associative blocking of fear learning. These results suggest a role for dorsomedial PFC (dmPFC), and a thalamic --> dmPFC pathway, in signaling whether or not aversive events are expected or unexpected and so whether they are to be learned about.