The central nervous system rapidly learns that particular stimuli predict imminent danger. This learning is thought to involve associations between neutral and harmful stimuli in cortical and limbic brain regions, though associative neuroplasticity in sensory structures is increasingly appreciated. We observed the synaptic output of olfactory sensory neurons (OSNs) in individual mice before and after they learned that a particular odor indicated an impending foot shock. OSNs are the first cells in the olfactory system, physically contacting the odor molecules in the nose and projecting their axons to the brain's olfactory bulb. OSN output evoked by the shock-predictive odor was selectively facilitated after fear conditioning. These results indicate that affective information about a stimulus can be encoded in its very earliest representation in the nervous system.