As a result of human-induced environmental change, animals increasingly face challenges that differ from those encountered throughout their evolutionary history. While this has caused dramatic declines for many species, some can persist by gathering information to reduce uncertainty, thereby minimising risks and exploiting new opportunities. The strategic use of social information can be particularly useful in enabling such uncertainty reduction. Here, we argue that the behavioural and affective states of others provide vital social information for animals to guide evaluations of risks and opportunities. Specifically, attending and responding to indicators of others' affective states through processes such as emotional contagion may facilitate information transmission. For instance, when exposed to a novel, ambiguous anthropogenic stimulus that could indicate either an opportunity or a threat, animals may use social information about others' affective states to decide whether to approach or avoid the stimulus. To increase immediate and long-term benefits, individuals might also alter their social behaviour and information use flexibly based on critical early-life experiences, the socio-ecological context or the behaviour and states of associates in the social network. Finally, given that an individual's affective state can influence how it copes with changing environments and makes appropriate decisions, we argue that there is a need for greater synergy between animal welfare and conservation efforts. Bridging the gap between ensuring individual-level welfare and population-level resilience will be crucial for ethical policies to protect wild animals responsibly in the face of human-induced rapid environmental change.