Well, I came across variations of this belief many times. I.e., here:
While more than 2,00,000 people died in the devastating tsunami that struck several nations around the Bay of Bengal and the Indain Ocean on the 26th of December, 2004, hardly any wild animals were found dead. There are many reports of wild and domestic animals behaving abnormally just before the tsunami struck and saving themselves by running to higher ground.
Then there is a considerable list of anecdotal examples.
Has this claim been verified, that is, was their behaviour before the tsunami any different from normal and was there a surprisingly small number of animal casualties?