Empathy, a basic prosocial behavior, is referred to as an ability to understand and share others' emotional state. Generally, empathy is also a social-behavioral basis of altruism. In contrast, impairment of empathy development may be associated with autism, narcissism, alexithymia, personality disorder, schizophrenia and depression. Thus, study of the brain mechanisms of empathy has great importance to not only scientific and clinical advances but also social harmony. However, research on empathy has long been avoided due to the fact that it has been considered as a distinct feature of human beings from animals, leading to paucity of knowledge in the field. In 2006, a Canadian group from McGill University found that a mouse in pain could be shared by its paired cagemate, but not a paired stranger, showing decreased pain threshold and increased pain responses through emotional contagion while they were socially interacting. In 2014, we further found that a rat in pain could also be shared by its paired cagemate 30 min after social interaction, showing long-term decreased pain threshold and increased pain responses, suggesting persistence of empathy for pain (empathic memory). We also mapped out that the medial prefrontal cortex, including the anterior cingulate cortex, prelimbic cortex and infralimbic cortex, is involved in empathy for pain in rats, suggesting that a neural network may be associated with development of pain empathy in the CNS. In the present brief review, we give a brief outline of the advances and challenges in study of empathy for pain in humans and animals, and try to provide a novel bio-psychosocial-behavioral model for study of pain and its emotional comorbidity using laboratory animals.