I agree with Sdffds, I have seen my cat get embarrassed so many times, like you can just tell that he is embarrassed at times at certain things that he does.. Also, I know this has nothing to do with sense of humor, but i'm just saying it to prove that lower animals have feelings and are pretty similar to us, well one time my cat was laying next to me on my bed, he got off my bed all of a sudden and walked away from me and farted and waited for a bit then came back onto my bed and layed next to me again, so he got off of my bed and away from me because he didn't want to fart near me. See other animals are no different from humans. We are animals too. Yes I think they do have sense of humors.