Studies have shown that numerous species eavesdrop on the calls of heterospecifics to gain information about predator presence. Responding to heterospecific calls may be a learned or an innate response, as determined by whether the response occurs with or without prior exposure to the call. Zebra finches are not known to possess a distinct alarm call to warn adult conspecifics of a threat, and could be relying on the alarm calls of nearby heterospecifics for predator information. A playback experiment was used to expose captive zebra finches to three heterospecific sounds: an unfamiliar alarm call (chestnut-rumped thornbill, Acanthiza uropygialis), a familiar alarm call, and a familiar control (both from the noisy miner, Manorina melanocephala). These calls were chosen to test if the birds had learnt to distinguish between the function of the two familiar calls, and also if the acoustic properties of the unfamiliar alarm were frightening to the finches. The results showed that the birds did not alter their call rate or vigilance behaviour in response to any of the three stimuli, however, latency to call was shorter after hearing the miner alarm call compared to the control sound. Overall, only minimal evidence was found to indicate that the captive zebra finches were responding to the heterospecific alarm stimuli with anti-predator behaviour.