When building agents and synthetic characters, and in order to achieve believability, we must consider the emotional relations established between users and characters, that is, we must consider the issue of "empathy". Defined in broad terms as "An observer reacting emotionally because he perceives that another is experiencing or about to experience an emotion", empathy is an important element to consider in the creation of relations between humans and agents. In this paper we will focus on the role of empathy in the construction of synthetic characters, providing some requirements for such construction and illustrating the presented concepts with a specific system called FearNot!. FearNot! was developed to address the difficult and often devastating problem of bullying in schools. By using role playing and empathic synthetic characters in a 3D environment, FearNot! allows children from 8 to 12 to experience a virtual scenario where they can witness (in a third-person perspective) bullying situations. To build empathy into FearNot! we have considered the following components: agent?s architecture; the characters? embodiment and emotional expression; proximity with the user and emotionally charged situations.We will describe how these were implemented in FearNot! and report on the preliminary results we have with it.