Discrimination and perception of emotion expression regulate interactions between conspecifics and can lead to emotional contagion (state matching between producer and receiver) or to more complex forms of empathy (e.g., sympathetic concern). Empathy processes are enhanced by familiarity and physical similarity between partners. Since heterospecifics can also be familiar with each other to some extent, discrimination/perception of emotions and, as a result, emotional contagion could also occur between species. Here, we investigated if four species belonging to two ungulate Families, Equidae (domestic and Przewalski’s horses) and Suidae (pigs and wild boars), can discriminate between vocalizations of opposite emotional valence (positive or negative), produced not only by conspecifics, but also closely related heterospecifics and humans. To this aim, we played back to individuals of these four species, which were all habituated to humans, vocalizations from a unique set of recordings for which the valence associated with vocal production was known. We found that domestic and Przewalski’s horses, as well as pigs, but not wild boars, reacted more strongly when the first vocalization played was negative compared to positive, regardless of the species broadcasted. Domestic horses, Przewalski’s horses and pigs thus seem to discriminate between positive and negative vocalizations produced not only by conspecifics, but also by heterospecifics, including humans. In addition, we found an absence of difference between the strength of reaction of the four species to the calls of conspecifics and closely related heterospecifics, which could be related to similarities in the general structure of their vocalization. Overall, our results suggest that phylogeny and domestication have played a role in cross-species discrimination/perception of emotions.