By binding multisensory signals, we get robust percepts and respond to our surroundings more correctly and quickly. How and where does the brain link cross-modal sensory information to produce such behavioral advantages? The classical role of sensory thalamus is to relay modality-specific information to the cortex. Here we find that, in the rat thalamus, visual cues influence auditory responses, which have two distinct components: an early phasic one followed by a late gradual buildup that peaks before reward. Although both bimodal presentation and reward value had similar effects on behavioral performance, the cross-modal effect on neural activity showed unique temporal dynamics: it affected the amplitude of the early component and starting level of the late component, whereas reward value affected only the slope of the late component. These results demonstrate that cross-modal cueing modulates gain in the sensory thalamus, potentially providing a priming influence on the choice of an optimal behavior.