The advent of techniques for affective computing [1], both in capturing user's emotional states and allowing for systems to display emotionally charged expressions, has allowed for a new development of interactive media. Following these ideas, in this paper we will discuss the role of empathy in the construction of synthetic characters to interact with learners in intelligent learning environments. We tried to answer the question: How can we build synthetic characters that are able to evoke and establish empathic relations with learners in a interactive learning virtual environment? To do that, we will describe a system, FearNot!, that uses synthetic characters and role playing, developed as a set of bullying situations, which emerge from the actions and interactions between synthetic characters in a 3D virtual world. The system was designed to evoke affective responses by the users, in this case, children. FearNot! has been evaluated with 345 children in June 2004. The results achieved show that empathic interactions were achieved with synthetic characters.