Complex social play is well-documented across many animals. During play, animals often use signals that facilitate beneficial interactions and reduce potential costs, such as escalation to aggression. Although greater focus has been given to visual play signals, here we demonstrate that vocalisations constitute a widespread mode of play signalling across species. Our review indicates that vocal play signals are usually inconspicuous, although loud vocalisations, which suggest a broadcast function, are present in humans and some other species. Spontaneous laughter in humans shares acoustic and functional characteristics with play vocalisations across many species, but most notably with other great apes. Play vocalisations in primates and other mammals often include sounds of panting, supporting the theory that human laughter evolved from an auditory cue of laboured breathing during play. Human social complexity allowed laughter to evolve from a play-specific vocalisation into a sophisticated pragmatic signal that interacts with a large suite of other multimodal social behaviours in both intragroup and intergroup contexts. This review provides a foundation for detailed comparative analyses of play vocalisations across diverse taxa, which can shed light on the form and function of human laughter and, in turn, help us better understand the evolution of human social interaction.