Spoken dialogue systems must be able to express empathy to achieve natural interaction with human users. However, laughter generation requires a high level of dialogue understanding. Thus, implementing laughter in existing systems, such as in conversational robots, has been challenging. As a first step toward solving this problem, rather than generating laughter from user dialogue, we focus on “shared laughter,” where a user laughs using either solo or speech laughs (initial laugh), and the system laughs in turn (response laugh). The proposed system consists of three models: 1) initial laugh detection, 2) shared laughter prediction, and 3) laugh type selection. We trained each model using a human-robot speed dating dialogue corpus. For the first model, a recurrent neural network was applied, and the detection performance achieved an F1 score of 82.6%. The second model used the acoustic and prosodic features of the initial laugh and achieved a prediction accuracy above that of the random prediction. The third model selects the type of system’s response laugh as social or mirthful laugh based on the same features of the initial laugh. We then implemented the full shared laughter generation system in an attentive listening dialogue system and conducted a dialogue listening experiment. The proposed system improved the impression of the dialogue system such as empathy perception compared to a naive baseline without laughter and a reactive system that always responded with only social laughs. We propose that our system can be used for situated robot interaction and also emphasize the need for integrating proper empathetic laughs into conversational robots and agents.