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Introduction: Predators can affect prey not only by killing them, but also by causing them to alter their behavior, including patterns of habitat selection. Prey can reduce the risk of predation by moving to habitats where predators are less likely to detect them, less likely to attack, or less likely to succeed. The interaction of such responses to risk with other ecological processes remains relatively unstudied, but in some cases, changes in habitat use to avoid predation may be constrained by competition: larger, dominant competitors should respond freely to predation risk, but the responses of smaller, subordinate competitors may be constrained by the responses of dominant competitors. For large grazing herbivores, an alternative hypothesis proposes that smaller prey species are vulnerable to more predators, and thus should respond more strongly to predation risk. Methods: Here, we tested these two hypotheses with 775 observations of habitat selection by four species of obligate grazers (zebra, wildebeest, puku and oribi) in the immediate presence or absence of four large carnivores (lion, spotted hyena, African wild dog and cheetah) in three ecosystems (Greater Liuwa, Greater Kafue and Luangwa Valley). Patterns of predation within this set were described by observation of 1,105 kills. Results:Our results support the hypothesis that responses to predation risk are strongest for larger, dominant competitors. Even though zebras were killed least often, they showed the strongest shift into cover when carnivores were present. Wildebeest, puku and oribi showed weaker habitat shifts, even though they were more frequently killed. These patterns remained consistent in models that controlled for differences in the hunting mode of the predator (stalking, coursing, or intermediate) and for differences among ecosystems. There was no evidence that smaller species were subject to predation by a broader set of predators. Instead, smaller prey were killed often by smaller predators, and larger prey were killed often by larger predators. Discussion: Broadly, our results show that responses to predation risk interact with interspecific competition. Accounting for such interactions should help to explain the considerable variation in the strength of responses to predation risk that has been observed.