This is a tricky question to answer with any certainty, because we cannot help but judge the ethics of animals based on human concepts.
However, experience suggests that some social animals – ranging from dogs to dolphins, orcas, chimpanzees, gorillas and elephants – respond to the distress of members of their own species and others, so might be said to have ‘empathy’. Chimpanzees, for example, ‘comfort’ victims of aggressive behaviour by other chimps, while dogs are well known to attend to human beings in distress by nuzzling and licking them.
Elephants are thought to feel grief, engage in a stereotypical ‘death ritual’ when one of their number dies, take an interest in elephant bones they find, and even visit the graves of dead elephants.
But animals that are not so conspicuously brainy, from chickens to ants, show distinct physiological responses when members of their own species are in distress. This might be hard to ascribe to anything other than hard-wired, instinctive behaviour. If that is indeed the case, then it could be that what we describe as empathy, even in humans, is simply the kind of behaviour that one expects natural selection to favour in social animals.