The idiom 兔死狐悲 is formed by sequentially combining the characters for rabbit (兔), die (死), fox (狐), and grieve (悲), creating the literal meaning "when the rabbit dies, the fox grieves". It originates from a fable where a fox feels sorrow upon witnessing a rabbit's death, using this concrete imagery to metaphorically express sympathy or apprehension for one's own similar fate. The phrase structures two events, the death of the rabbit and the fox's grief, in a cause-and-effect relationship through direct juxtaposition.