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Elucidation of the conditions in which associative learning occurs is a critical issue in neuroscience and comparative psychology. In Pavlovian conditioning in mammals, it is thought that the discrepancy, or error, between the actual reward and the predicted reward determines whether learning occurs. This theory stems from the finding of Kamin's blocking effect, in which after pairing of a stimulus with an unconditioned stimulus (US), conditioning of a second stimulus is blocked when the two stimuli are presented in compound and paired with the same US. Whether this theory is applicable to any species of invertebrates, however, has remained unknown. We first showed blocking and one-trial blocking of Pavlovian conditioning in the cricket Gryllus bimaculatus, which supported the Rescorla-Wagner model but not attentional theories, the major competitive error-correction learning theories to account for blocking. To match the prediction error theory, a neural circuit model was proposed, and prediction from the model was tested: the results were consistent with the Rescorla-Wagner model but not with the retrieval theory, another competitive theory to account for blocking. The findings suggest that the Rescorla-Wagner model best accounts for Pavlovian conditioning in crickets and that the basic computation rule underlying Pavlovian conditioning in crickets is the same to those suggested in mammals. Moreover, results of pharmacological studies in crickets suggested that octopamine and dopamine mediate prediction error signals in appetitive and aversive conditioning, respectively. This was in contrast to the notion that dopamine mediates appetitive prediction error signals in mammals. The functional significance and evolutionary implications of these findings are discussed.