The acoustic environment, composed in part by the vocalizations of sympatric animals, is a major source of information and can be used to fine-tune behavioural decisions. Active assessment of alarm calls within and between mammal species is not fully understood. We explored the behavioural responses of collared pikas to con- and heterospecific vocalizations, in order to determine whether they selectively attend to these calls. Pikas increased their vigilance after playback of alarm calls of heterospecific mammals (marmots and ground squirrels), but responded most strongly to conspecific calls. While responses to playback calls of their own, of neighbours and of a stranger did not differ, pikas did discriminate between individual callers in a habituation-discrimination experiment. The ability to make use of information from different sources in their acoustic environment likely facilitates pikas’ behavioural decisions that affect foraging, predator avoidance and nepotism.