Humans respond to an infant crying with an increase in cortisol level and heightened alertness, a response interpreted as emotional contagion, a primitive form of empathy. Previous results are mixed when examining whether dogs might respond similarly to human distress. We examined whether domestic dogs, which have a long history of affiliation with humans, show signs of emotional contagion, testing canine (n=75) and human (n=74) responses to one of three auditory stimuli: a human infant crying, a human infant babbling, and computer-generated "white noise", with the latter two stimuli acting as controls. Cortisol levels in both humans and dogs increased significantly from baseline only after listening to crying. In addition, dogs showed a unique behavioral response to crying, combining submissiveness with alertness. These findings suggest that dogs experience emotional contagion in response to human infant crying and provide the first clear evidence of a primitive form of cross-species empathy.