The anterior insula has been implicated in both the experience and the anticipation of negative outcomes. Although individual differences in insular sensitivity have been associated with self-report measures of chronic anxiety, previous research has not examined whether individual differences in insular sensitivity predict learning to avoid aversive stimuli. In the present study, insular sensitivity was assessed as participants anticipated monetary losses while undergoing functional magnetic resonance imaging. We found that insular responsiveness to anticipated losses predicted participants' ability to learn to avoid losses (but not to approach gains) in a behavioral test several months later. These findings suggest that in addition to correlating with self-reported anxiety, heightened insular sensitivity may promote learning to avoid loss.