Prey species commonly assess predation risk based on acoustic signals, such as predator vocalizations or heterospecific alarm calls. The resulting risk-sensitive decision-making affects not only the behavior and life-history of individual prey, but also has far-reaching ecological consequences for population, community, and ecosystem dynamics. Although auditory risk recognition is ubiquitous in animals, it remains unclear how individuals gain the ability to recognize specific sounds as cues of a threat. Here, it has been shown that free-living birds (Wood Warblers Phylloscopus sibilatrix) can learn to recognize unfamiliar, complex sounds (samples of punk rock songs) as cues of a threat from conspecifics holding adjacent territories during the spring breeding season. In a playback experiment, Wood Warblers initially ignored the unfamiliar sounds, but after repeatedly hearing that these sounds trigger alarm calling reaction of neighbors, most individuals showed an anti-predator response to them. Moreover, once learned soon after nestlings hatching, the anti-predator response of parents toward previously unfamiliar sounds was then retained over the entire nestlings rearing period. These results demonstrate that social learning via the association of unfamiliar sounds with known alarm signals enables the spread of anti-predator behavior across territory borders and provides a mechanism explaining the widespread abilities of animals to assess predation risk based on acoustic cues.