Innately aversive experiences produce rapid defensive responses and powerful emotional memories. The midbrain periaqueductal gray (PAG) drives defensive behaviors through projections to brainstem motor control centers, but the PAG has also been implicated in aversive learning, receives information from aversive-signaling sensory systems and sends ascending projections to the thalamus as well as other forebrain structures which could control learning and memory. Here we sought to identify PAG subregions and cell types which instruct memory formation in response to aversive events. We found that optogenetic inhibition of neurons in the dorsolateral subregion of the PAG (dlPAG), but not the ventrolateral PAG (vlPAG), during an aversive event reduced memory formation. Furthermore, inhibition of a specific population of thalamus projecting dlPAG neurons projecting to the anterior paraventricular thalamus (aPVT) reduced aversive learning, but had no effect on the expression of previously learned defensive behaviors. By contrast, inactivation of dlPAG neurons which project to the posterior PVT (pPVT) or centromedial intralaminar thalamic nucleus (CM) had no effect on learning. These results reveal specific subregions and cell types within PAG responsible for its learning related functions.