The ability to inherit learned information from parents could be evolutionarily beneficial, enabling progeny to better survive dangerous conditions. We discovered that, after C. elegans have learned to avoid the pathogenic bacteria Pseudomonas aeruginosa (PA14), they pass this learned behavior on to their progeny, through either the male or female germline, persisting through the fourth generation. Expression of the TGF-β ligand DAF-7 in the ASI sensory neurons correlates with and is required for this transgenerational avoidance behavior. Additionally, the Piwi Argonaute homolog PRG-1 and its downstream molecular components are required for transgenerational inheritance of both avoidance behavior and ASI daf-7 expression. Animals whose parents have learned to avoid PA14 display a PA14 avoidance-based survival advantage that is also prg-1 dependent, suggesting an adaptive response. Transgenerational epigenetic inheritance of pathogenic learning may optimize progeny decisions to increase survival in fluctuating environmental conditions.