The medial prefrontal cortex (mPFC) and basolateral amygdala (BLA) are involved in the regulation of defensive behavior under threat, but their engagement in flexible behavior shifts remains unclear. Here, we report the oscillatory activities of mPFC–BLA circuit in reaction to a naturalistic threat, created by a predatory robot in mice. Specifically, we found dynamic frequency tuning among two different theta rhythms (~5 or ~10 Hz) was accompanied by agile changes of two different defensive behaviors (freeze-or-flight). By analyzing flight trajectories, we also found that high beta (~30 Hz) is engaged in the top–down process for goal-directed flights and accompanied by a reduction in fast gamma (60 to 120 Hz, peak near 70 Hz). The elevated beta nested the fast gamma activity by its phase more strongly. Our results suggest that the mPFC–BLA circuit has a potential role in oscillatory gear shifting allowing flexible information routing for behavior switches.