Fear conditioning is a behavioral paradigm of learning to predict aversive events. It is a form of associative learning that memorizes an undesirable stimulus (e.g., an electrical shock) and a neutral stimulus (e.g., a tone), resulting in a fear response (such as running away) to the originally neutral stimulus. The association of concurrent events is implemented by strengthening the synaptic connection between the neurons. In this paper, with an analogous methodology, we reproduce the classic fear conditioning experiment of rats using mobile robots and a neuromorphic system. In our design, the acceleration from a vibration platform substitutes the undesirable stimulus in rats. Meanwhile, the brightness of light (dark vs. light) is used for a neutral stimulus, which is analogous to the neutral sound in fear conditioning experiments in rats. The brightness of the light is processed with sparse coding in the Intel Loihi chip. The simulation and experimental results demonstrate that our neuromorphic robot successfully, for the first time, reproduces the fear conditioning experiment of rats with a mobile robot. The work exhibits a potential online learning paradigm with no labeled data required. The mobile robot directly memorizes the events by interacting with its surroundings, essentially different from data-driven methods.