Anti-predator behavior can alter the dynamics of prey populations, but little is known about the rate at which anti-predator behavior is lost from prey populations following predator removal. The Channel Islands differ in whether they have historically contained a top predator, the Island Fox (Urocyon littoralis), in evolutionary time (approximately 6200–10 000 yr). On a historically fox-containing island and two historically fox-free islands in 2007, I deployed live traps that contained olfactory cues of fox predators (fox feces), olfactory cues of an herbivore (horse feces) or a no-feces control. Due to a captive breeding program, foxes on the historically fox-containing island were effectively removed from 1998 to 2004. Rodents from one of the historically fox-free islands did not respond to fox cues, whereas rodents on the historically fox-containing island were more likely to be captured in a control trap and less likely to be captured in a fox-cue trap. Results from the other historically fox-free island that experienced a recent population bottleneck and period of captive rearing exhibited a preference for horse-scented traps. These results suggest that, on islands where foxes are the primary predators, anti-predator behavior in response to olfactory cues is not likely to be rapidly lost by short-term removals of foxes, although the nature of anti-predator behavior may depend upon founder events and recent population dynamics (e.g. population bottlenecks or several generations in captivity).