Elucidation of neural mechanisms of learning and memory in insects and their comparison with those in mammals should help to deepen our understanding of evolution of the brain and behavior in animals. Our studies on Pavlovian (classical) conditioning in crickets suggested that octopamine (OA), the invertebrate counterpart of noradrenaline, and dopamine (DA) convey signals of appetitive and aversive unconditioned stimulus (US), respectively. Our studies also suggested that activation of OA or DA neurons is needed for execution of appetitive or aversive conditioned response (or for appetitive or aversive memory retrieval), respectively. We proposed that Pavlovian conditioning in crickets is determined by prediction error, i.e., discrepancy between the actual US and predicted US, as has been suggested in mammals. OA neurons appear to mediate the prediction error signals in appetitive conditioning. We conclude that insect Pavlovian conditioning is based on sophisticated information processing that shares many features with those in mammals, suggesting evolutionary convergence of basic brain functions between mammals and insects.