Predators not only prey upon certain prey species, but also on certain age–sex classes within species. Predation risk and an individual’s response to this risk might therefore vary with an individual’s characteristics. We examined the proportion of time different age–sex classes of kudu ( Tragelaphus strepsiceros) and impala ( Aepyceros melampus) spent high quality vigilant (costly vigilance that detracts from all other activities) in response to mimicked predation risk by African wild dogs ( Lycaon pictus). For both species predation risk was the main factor determining the investment in high quality vigilance behaviour. Age–sex class-specific responses were not related to age–sex class specific lethality risk presented by African wild dogs. For impala, regardless of predation risk, age seemed to have some effect on the investment in high quality vigilance with sub-adult impala spending more time high quality vigilant than adult impala, which is possibly why African wild dogs predominantly preyed upon adult impala.