In the framework of predictive coding, as explained by Giovanni Pezzulo in his article Why do you fear the bogeyman? An embodied predictive coding model of perceptual inference (2014), humans construct instances of emotions by a double arrow of explanation of stimuli. Top-down cognitive models explain in a predictive fashion the emotional value of stimuli. At the same time, feelings and emotions depend on the perception of internal changes in the body. When confronted with uncertain auditory and visual information, a multimodal internal state assigns more weight to interoceptive information (rather than auditory and visual information) like visceral and autonomic states as hunger or thirst (motivational conditions). In short, an emotional mood can constrain the construction of a particular instance of emotion. This observation suggests that the dynamics of generative processes of Bayesian inference contain a mechanism of bidirectional link between perceptual and cognitive inference and feelings and emotions. In other words, “subjective feeling states and emotions influence perceptual and cognitive inference, which in turn produce new subjective feeling states and emotions” as a self-fulfilling prophecy (Pezzulo 2014, 908). This article focuses on the short introductory scene from Steven Spielberg’s Jaws (1975), claiming that the construction / emergence of the fear and sadness emotions are created out of the circular causal coupling instantiated between cinematic bottom-up mood cues and top-down cognitive explanations.