Short-term (with a lead time of about one week) earthquake (EQ) prediction is one of the most challenging subjects in geoscience and applied science; however, it is highly required by society because it is of essential importance in mitigating the human and economic losses associated with EQs. Electromagnetic precursors have recently been agreed to be the most powerful candidate for short-term prediction, because a lot of evidence has been accumulated on the presence of electromagnetic precursors (not only from the lithosphere, but also from the atmosphere and ionosphere) prior to EQs during the last three decades. On the other hand, unusual animal behavior associated with EQs, which is the main topic of this review, has been investigated as a macroscopic phenomenon for many years, with a much longer history than the study of seismo-electromagnetics. So, in this paper, we first summarize the previous research work on this general unusual animal behavior with reference to its relationship with EQs, and then we pay the greatest attention to our own previous work on dairy cows’ milk yield changes. We recommend this unusual animal behavior as an additional potential tool for short-term EQ prediction, which may be a supplement to the above seismo-electromagnetic effects. Finally, we will present our latest case study (as an example) on unusual changes of cows’ milk yields for a particular recent Tokyo EQ on 7 October 2021, and further propose that electromagnetic effects might be a possible sensory mechanism of unusual animal behavior, suggesting a close link between electromagnetic effects and unusual animal behavior.