On the basis of observational and experimental evidence, several authors have proposed that contagious yawn is linked to our capacity for empathy, thus presenting a powerful tool to explore the root of empathy in animal evolution. The evidence for the occurrence of contagious yawning and its link to empathy, however, is meagre outside primates and only recently domestic dogs have demonstrated this ability when exposed to human yawns. Since dogs are unusually skillful at reading human communicative behaviors, it is unclear whether this phenomenon is deeply rooted in the evolutionary history of mammals or evolved de novo in dogs as a result of domestication. Here we show that wolves are capable of yawn contagion, suggesting that such ability is a common ancestral trait shared by other mammalian taxa. Furthermore, the strength of the social bond between the model and the subject positively affected the frequency of contagious yawning, suggesting that in wolves the susceptibility of yawn contagion correlates with the level of emotional proximity. Moreover, female wolves showed a shorter reaction time than males when observing yawns of close associates, suggesting that females are more responsive to their social stimuli. These results are consistent with the claim that the mechanism underlying contagious yawning relates to the capacity for empathy and suggests that basic building blocks of empathy might be present in a wide range of species.