A form of aversively motivated learning called fear conditioning occurs when a neutral conditioned stimulus is paired with an aversive unconditioned stimulus (UCS). UCS-evoked depolarization of amygdala neurons may instruct Hebbian plasticity that stores memories of the conditioned stimulus-unconditioned stimulus association, but the origin of UCS inputs to the amygdala is unknown. Theory and evidence suggest that instructive UCS inputs to the amygdala will be inhibited when the UCS is expected, but this has not been found during fear conditioning. We investigated neural pathways that relay information about the UCS to the amygdala by recording neurons in the amygdala and periaqueductal gray (PAG) of rats during fear conditioning. UCS-evoked responses in both amygdala and PAG were inhibited by expectation. Pharmacological inactivation of the PAG attenuated UCS-evoked responses in the amygdala and impaired acquisition of fear conditioning, indicating that PAG may be an important part of the pathway that relays instructive signals to the amygdala.