Conditioned changes in the emotional response to threat (e.g. aversive unconditioned stimulus; UCS) are mediated in part by the prefrontal cortex (PFC). Unpredictable threats elicit large emotional responses, while the response is diminished when the threat is predictable. A better understanding of how PFC connectivity to other brain regions varies with threat predictability would provide important insights into the neural processes that mediate conditioned diminution of the emotional response to threat. The present study examined brain connectivity during predictable and unpredictable threat exposure using a fear conditioning paradigm (previously published in Wood et al., 2012) in which unconditioned functional magnetic resonance imaging data were reanalyzed to assess effective connectivity. Granger causality analysis was performed using the time series data from 15 activated regions of interest after hemodynamic deconvolution, to determine regional effective connectivity. In addition, connectivity path weights were correlated with trait anxiety measures to assess the relationship between negative affect and brain connectivity. Results indicate the dorsomedial PFC (dmPFC) serves as a neural hub that influences activity in other brain regions when threats are unpredictable. In contrast, the dorsolateral PFC (dlPFC) serves as a neural hub that influences the activity of other brain regions when threats are predictable. These findings are consistent with the view that the dmPFC coordinates brain activity to take action, perhaps in a reactive manner, when an unpredicted threat is encountered, while the dlPFC coordinates brain regions to take action, in what may be a more proactive manner, to respond to predictable threats. Further, dlPFC connectivity to other brain regions (e.g. ventromedial PFC, amygdala, and insula) varied with negative affect (i.e. trait anxiety) when the UCS was predictable, suggesting that stronger connectivity may be required for emotion regulation in individuals with higher levels of negative affect.