Empathy allows us to respond to the emotional state of another person. Considering that an empathic interaction may last beyond the initial response, learning mechanisms may be involved in dynamic adaptation of the reaction to the changing emotional state of the other person. However, traditionally, empathy is assessed through sets of isolated reactions to another's distress. Here we address this gap by focusing on adaptive empathy, defined as the ability to learn and adjust one's empathic responses based on feedback. For this purpose, we designed a novel paradigm of associative learning in which participants chose one of two empathic strategies (reappraisal or distraction) to attenuate the distress of a target person, where one strategy had a higher probability of relieving distress. After each choice, participants received feedback about the success of their chosen strategy in relieving the target person's distress, which they could use to inform their future decisions. The results show that the participants made more accurate choices in the adaptive empathy condition than in a non-social control condition, pointing to an advantage for learning from social feedback. We found a correlation between adaptive empathy and a trait measure of cognitive empathy. These findings indicate that the ability to learn about the effectiveness of empathic responses may benefit from incorporating mentalizing abilities. Our findings provide a lab-based model for studying adaptive empathy and point to the potential contribution of learning theory to enhancing our understanding of the dynamic nature of empathy.