Chinese mole shrew (Anourosorex squamipes, Soricidae) is a small mammal, with a large population in the low mountain basin area of Sichuan, China, and it is one of the main pests in farmland. We exposed A. squamipes to cat（a natural predator） and rabbit（a non-natural predator） odors, and compared their behaviors and hypothalamus c-fos mRNA expression. This paper explored the behavioral changes in predator odor stress of A. squamipes, which reveals the shrews’ stress response mechanism to natural predators. In this study, 36 Chinese mole shrew individuals were exposed to different odors for a short time (10 min) under laboratory conditions. Distilled water was used as the control group (CG), rabbit urine odor as the non-predator group (NG), and cat urine odor as the predator group (PG). SuperMaze animal behavior video analysis system was used to observe and record anti-predation behavior data. The real-time fluorescence quantitative nucleic acid amplification detection system (QPCR) was used to determine the expression of hypothalamic c-fos genes. The results showed that 1) both male and female shrews were significantly stimulated by cat odor, and their time of concealment, sniffing, wariness, and escape behavior showed significant increases, showing that the shrews responded strongly to the odors of a natural predator and showed clear anti-predation behavior. 2) different odor stimuli resulted in different expression of c-fos mRNA in the shrews’ hypothalamus, and there was no significant difference between the rabbit odor treatment group and that of the control group. The expression of c-fos mRNA in the cat odor was significantly higher than other two groups, indicating that the stress response of A. squamipes to natural predator is closely related to the expression of c-fos mRNA. The result shows that A. squamipes can recognize the scent of predators and regulate their own behavior by promoting the expression of c-fos mRNA in the hypothalamus, thereby increasing the investment into anti-predation defense strategies.