What makes certain sounds scary? I will describe insights gained from over three decades of studying alarm calls and fear screams in marmots (which are large, mostly-alpine, ground squirrels) throughout the northern hemisphere. Fear screams are remarkably similar across taxa and they seem to be particularly evocative to many species. My studies of non-humans suggest that it is the noise and non-linearities in them that is what evokes negative emotions and heighted responses in those hearing them. I formalize this in ‘the non-linearity and fear hypothesis’ and discuss my tests of the hypothesis in studies of marmots, birds, film soundtracks, and humans. The sound of fear is non-linear.