Animals often eavesdrop on signals intended for others to gather information about their environment. While adult animals have been shown to learn to recognize unfamiliar heterospecific alarm calls through both social and asocial learning, it remains unclear whether and how young animals learn to recognize unfamiliar alarm calls. We show experimentally that nestling Daurian redstarts Phoenicurus auroreus can socially learn to recognize unfamiliar heterospecific alarm signals by associating them with conspecific alarm calls. We trained nestlings by presenting two unfamiliar sounds, one together with conspecific alarm calls (training) and one without (control). Before training, nestlings showed similarly little response to both novel sounds. After training, however, nestlings showed clear anti-predator responses to the training sound, but not to the control sound. These results show that nestling birds can socially learn to associate novel sounds with known alarm calls, even without visual confirmation of danger.