Animals learn to avoid harmful situations by associating a neutral stimulus with a painful one, resulting in a stable threat memory. In mammals, this form of learning requires the amygdala. Although pain is the main driver of aversive learning, the mechanism that transmits pain signals to the amygdala is not well resolved. Here, we show that neurons expressing calcitonin gene-related peptide (CGRP) in the parabrachial nucleus are critical for relaying pain signals to the central nucleus of amygdala and that this pathway may transduce the affective motivational aspects of pain. Genetic silencing of CGRP neurons blocks pain responses and memory formation, whereas their optogenetic stimulation produces defensive responses and a threat memory. The pain-recipient neurons in the central amygdala expressing CGRP receptors are also critical for establishing a threat memory. The identification of the neural circuit conveying affective pain signals may be pertinent for treating pain conditions with psychiatric comorbidities.