1.The extent to which prey space use actively minimises predation risk continues to ignite controversy. Methodological reasons that have hindered consensus include inconsistent measurements of predation risk, biased spatiotemporal scales at which responses are measured, and lack of robust null expectations. 2.We addressed all three challenges in a comprehensive analysis of the spatiotemporal responses of adult female elk (Cervus elaphus) to the risk of predation by grey wolves (Canis lupus) during winter in northern Yellowstone, USA. 3.We quantified spatial overlap between the winter home ranges of GPS‐collared elk and three measures of predation risk: the intensity of wolf space use, the distribution of wolf‐killed elk and vegetation openness. We also assessed whether elk varied their use of areas characterised by more or less predation risk across hours of the day, and estimated encounter rates between simultaneous elk and wolf pack trajectories. We determined whether observed values were significantly lower than expected if elk movements were random with reference to predation risk using a null model approach. 4.Although a small proportion of elk did show a tendency to minimise use of open vegetation at specific times of the day, overall we highlight a notable absence of spatiotemporal response by female elk to the risk of predation posed by wolves in northern Yellowstone. 5.Our results suggest that predator‐prey interactions may not always result in strong spatiotemporal patterns of avoidance.