Empathy is a psychological construct that allows individuals to understand and share the emotions of others. The ability to share emotional states relies on basic social mechanisms, such as mimicry and emotional contagion, which are considered building blocks for empathy. Mimicking another's emotional or physical state is essential for successful social interactions and is found in a number of animal species. For the current review we focus on emotional state sharing in rodents, a core feature of empathy that is often measured using pain and fear as proxies; we also discuss prosociality in rodents. The evidence for empathy in rodents shows that rats and mice consistently imitate arousal states and behaviors of conspecifics and will even sacrifice personal gain to relieve the distress of a conspecific. These behaviors support basic processes that are crucial for the survival of individual animals and give us insight into the neural mechanisms that govern empathy-related behaviors.