Empathy is when you understand and share another's feelings, and even though your cat is no psychotherapist, he understands what you're going through. Cats don't have a particularly nuanced sense of empathy, but they understand basic emotions and will even show them themselves.
Cats understand emotions, plain and simple. That doesn't make them particularly special -- fact is, many mammals understand and feel emotion. He can't exactly start a blog to talk about his feelings, but that doesn't mean Kitty doesn't have them. Instead, he shows his feelings and how much he understands yours through his behavior. The way he acts demonstrates just how much he gets what you're going through.
Keeping It Simple
Of course, feeling empathy doesn't mean that your cat is going to be the next daytime talk show sensation. His understanding of emotions and empathy is pretty limited. For example, he probably won't empathize with the loneliness that you feel after going through a breakup, but he can tell when you're sad and he'll do the best he can to help you cope.
Showing Their Feelings
Don't forget that you aren't the only one in the house with feelings -- cats can show empathy, and part of that is because they feel emotions, too. For example, a lonely cat may show ceaseless signs of affection, like head rubbing and kneading you with his paws. If he feels threatened, his body language will show fear or anger.
Going Both Ways
If you don't show some empathy for your cat, he may not show any back. Do your best to accommodate his wants and needs by reading his body language. Your cat is remarkably intuitive when it comes to reading human body language, so make an effort to understand his, too. That way, when he's feeling frightened, lonely, affectionate or angry, you can treat him in the manner he wants and expects, just the way he treats you the way you need to be treated.
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