Predation is a strong selective force that promotes the evolution of anti-predator behaviours and camouflage in prey animals. However, the independent evolution of single traits cannot explain how observed phenotypic variations of these traits are maintained within populations. We studied genetic and phenotypic correlations between anti-predator behaviours (shoaling and risk-taking) and morphology traits (pigmentation and size) in juvenile three-spined sticklebacks by using pedigree-based quantitative genetic analysis to test phenotypic integration (or complex phenotype) as an evolutionary response to predation risk. Individuals with strongly melanised (i.e. camouflaged) phenotype and genotype were less sociable to conspecifics but bolder during foraging under predation risk. Individuals with faster growing phenotype and genotype were bolder, and those with lager eyes were more fearful. These phenotypic integrations were not confounded with correlated plastic responses to predation risk because the phenotypes were measured in naïve fish born in the laboratory but originated from a natural population with predation pressure. Consistent selection for particular combinations of traits under predation pressure or pleiotropic genes might influence the maintenance of the genetic (co)variations and polymorphism in melanin colour, growth trajectory and behaviour patterns.