Predators can induce behavioural changes in prey that influence vigilance, grouping patterns and space use, and these can ultimately affect prey demography and trophic interactions. Consequently, prey must respond to the risk of predation, but little is known about the features that drive the spatial responses of prey species to predators. We tested whether prey rely more heavily on olfaction or vision in determining their proximity to lions reintroduced to Addo Elephant National Park, South Africa. We also tested whether prey that are preferentially killed by lions show greater responsiveness than those that are not, and whether prey respond to predator behavioural states and hunger. Over 1588 observations of potential prey locations in relation to lions under varying wind directions, lion behaviours and hunger states throughout the day and night, we found that vision is the primary determinant of risk avoidance with no evidence of wind-driven odour responses affecting prey proximity. Prey outside the preferred prey weight range of lions occurred closer to lions than those species most at risk of lion predation. Prey were more likely to be closer to covertly behaving lions and further from stationary lions. Our evidence suggests prey responses to predators in intact, multi-species assemblages are context dependent, but driven largely by vision.