Escape from threats has paramount importance for survival. However, it is unknown if a single circuit controls escape vigor from innate and conditioned threats. Cholecystokinin (cck)-expressing cells in the hypothalamic dorsal premammillary nucleus (PMd) are necessary for initiating escape from innate threats via a projection to the dorsolateral periaqueductal gray (dlPAG). We now show that in mice PMd-cck cells are activated during escape, but not other defensive behaviors. PMd-cck ensemble activity can also predict future escape. Furthermore, PMd inhibition decreases escape speed from both innate and conditioned threats. Inhibition of the PMd-cck projection to the dlPAG also decreased escape speed. Intriguingly, PMd-cck and dlPAG activity in mice showed higher mutual information during exposure to innate and conditioned threats. In parallel, human functional magnetic resonance imaging data show that a posterior hypothalamic-to-dlPAG pathway increased activity during exposure to aversive images, indicating that a similar pathway may possibly have a related role in humans. Our data identify the PMd-dlPAG circuit as a central node, controlling escape vigor elicited by both innate and conditioned threats.