By analogy with Pavlov's dogs, certain pathogens have evolved anticipatory behaviours that exploit specific signals in the human host to prepare themselves against imminent host challenges. This adaptive prediction, a type of history-dependent microbial behaviour, represents a primitive form of microbial memory. For fungal pathogens, adaptive prediction helps them circumvent nutritional immunity, protects them against phagocytic killing, and activates immune evasion strategies. We describe how these anticipatory responses, and the contrasting lifestyles and evolutionary trajectories of fungal pathogens, have influenced the evolution of such adaptive behaviours, and how these behaviours affect host colonisation and infection.