We assessed how zooplankton (copepods) handle the simultaneous threats of predators and ultraviolet (UV) radiation and whether they respond with changes in pigmentation, vertical migration, or both. We found weak vertical migration among copepods in response to UV stress, and this response was not apparently influenced by predation risk. Exposure to high levels of UV radiation caused copepods to retain pigments in the absence of a predation threat. When exposed to predation threat, they reduced their pigmentation regardless of UV level. Thus, they ranked predation as a threat more severe than UV radiation. Reducing the protective pigment level in response to predation in a situation in which UV radiation is high may, however, lead to higher mortality.