This article derives from the Buddhist Nikāya Suttas the idea that fear has an intentional object that is best analysed in anticipatory terms. Something is feared, I argue, if construed as dangerous, where to construe something as dangerous is to anticipate it will cause certain unwanted effects. To help explain what this means, I appeal to the concept of formal objects in the philosophy of emotions and to predictive processing accounts of perception. I demonstrate how this analysis of fear can do exegetical work in the context of the Nikāya Suttas, and respond to philosophical issues concerning the relation between the intentional and anticipatory dimensions of fear; the relevant anticipated effects of feared objects; and, whether fearing subjects necessarily know that they anticipate unwanted effects. I also draw an analogy to allostatic sensations to engage issues concerning how the anticipatory dimension of fear relates to the motivational.