Physiological stress in non-neural tissues drives aversive learning for sensory cues associated with stress. However, the identities of signals derived from non-neural tissues and the mechanisms by which these signals mediate aversive learning remain elusive. Here, we show that intercellular sphingolipid signaling contributes to aversive learning under mitochondrial stress in C. elegans. We found that stress-induced aversive learning requires sphingosine kinase, SPHK-1, the enzyme that produces sphingosine-1-phosphate (S1P). Genetic and biochemical studies revealed an intercellular signaling pathway in which intestinal or hypodermal SPHK-1 signals through the neuronal G protein-coupled receptor, SPHR-1, and modulates responses of the octopaminergic RIC neuron to promote aversive learning. We further show that SPHK-1-mediated sphingolipid signaling is required for learned aversion of Chryseobacterium indologenes, a bacterial pathogen found in the natural habitats of C. elegans, which causes mitochondrial stress. Taken together, our work reveals a sphingolipid signaling pathway that communicates from intestinal or hypodermal tissues to neurons to promote aversive learning in response to mitochondrial stress and pathogen infection.