Detection and avoidance of predator cues can be costly, so it is important for prey to balance the benefits of gaining food against the costs of avoiding predators. Balancing these factors becomes more complicated when prey are threatened by more than one type of predator. Hence, the ability to recognize species-specific predator odours and prioritize behaviours according to the level of risk is essential for survival. We investigated how rock rats, Zyzomys spp. modify their foraging behaviour and giving-up density (GUD) in the presence of an apex predator, the dingo Canis dingo, a mesopredator, the northern quoll Dasyurus hallucatus, a herbivore, the rock wallaby Petrogale brachyotis as a pungency control and water as a procedural control. Both dingoes and quolls consume rock rats, but because quolls can enter small crevices inhabited by rock rats, they pose a greater threat to rock rats than dingoes. Rock rats demonstrated a stronger avoidance to quoll odour than dingo odour, and no avoidance of the pungency control (rock wallaby) and the procedural control (water). GUD values declined significantly over the duration of the study, but did not differ between odour treatments. Our results support the hypothesis that prey vary behaviour according to perceived predator threat, and show stronger responses to potentially more dangerous predators.