Fear, a response to threatening stimuli and important for survival, is a behavior found throughout the animal kingdom. One critical structure involved in the expression of fear-related behavior is the periaqueductal gray (PAG) in mammals, and in the zebrafish, the griseum centrale. Here, we show in the lamprey, belonging to the oldest now living group of vertebrates, that a bilateral periventricular nucleus in the ventral mesencephalon has a similar location to that of the PAG and griseum centrale. It targets the pretectum and the substantia nigra pars compacta (SNc), expresses the dopamine D1 and D2 receptors and receives input from the pallium (cortex in mammals), hypothalamus, the raphe area and SNc. These are all hallmarks of the mammalian PAG. In addition, like in the zebrafish, there is an input from the interpeduncular nucleus. Our results thus suggest that a structure homologous to the PAG/griseum centrale was present very early in vertebrate evolution.