Evading imminent predator threat is critical for survival. Effective defensive strategies can vary, even between closely related species. However, the neural basis of such species-specific behaviours is still poorly understood. Here we find that two sister species of deer mice (genus Peromyscus) show different responses to the same looming stimulus: P. maniculatus, which occupy densely vegetated habitats, predominantly dart to escape, while the open field specialist, P. polionotus, pause their movement. This difference arises from species-specific escape thresholds, is largely context-independent, and can be triggered by both visual and auditory threat stimuli. Using immunohistochemistry and electrophysiological recordings, we find that although visual threat activates the superior colliculus in both species, the role of the dorsal periaqueductal gray (dPAG) in driving behaviour differs. While dPAG activity scales with running speed and involves both excitatory and inhibitory neurons in P. maniculatus, the dPAG is largely silent in P. polionotus, even when darting is triggered. Moreover, optogenetic activation of excitatory dPAG neurons reliably elicits darting behaviour in P. maniculatus but not P. polionotus. Together, we trace the evolution of species-specific escape thresholds to a central circuit node, downstream of peripheral sensory neurons, localizing an ecologically relevant behavioural difference to a specific region of the complex mammalian brain.