The effect of divergent natural selection on the evolution of behavioral traits has long been a focus of behavioral ecologists. Predation, due to its ubiquity in nature and strength as a selective agent, has been considered an important environmental driver of behavior. Predation is often confounded with other environmental factors that could also play a role in behavioral evolution. For example, environments that contain predators are often more ecologically complex and “risky” (i.e., exposed and dangerous). Previous work shows that individuals from risky environments are often more bold, active, and explorative than those from low-risk environments. To date, most comparative studies of environmentally driven behavioral divergence are limited to comparisons among populations within species that occur in divergent selective environments but neglect comparisons between species following speciation. This limits our understanding of how behavior evolves post-speciation. The Central American live-bearing fish genus Brachyrhaphis provides an ideal system for examining the relationship between selective environments and behavior, within and between species. Here, we test for differences in boldness between sister species B. roseni and B. terrabensis that occur in streams with and without piscivorous predators, respectively. We found that species do differ in boldness, with species that occur with predators being bolder than those that do not. Within each species, we found that sexes differed in boldness, with males being bolder than females. We also tested for a relationship between size (a surrogate for metabolic rate) and boldness, but found no size effects. Therefore, sex, not size, affects boldness. These results are consistent with the hypothesis that complex and risky environments favor individuals with more bold behavioral traits, but they are not consistent with the hypothesis that size (and therefore metabolic rate) drives divergence in boldness. Finally, our results provide evidence that behavioral trait divergence continues even after speciation is complete.