It has been suggested that African wild dogs Lycaon pictus need exceptionally large home ranges (and hence occur at such low densities) because they are limited by competition with larger sympatric carnivores, namely lions Panthera leo and spotted hyenas Crocuta crocuta. To investigate this relationship at a proximate level and explore which factors mediate it, we conducted audio playback experiments examining how wild dogs responded to the simulated proximity of either lions or hyenas. The principle finding was that wild dogs consistently moved directly away from lion roars, but when played hyena whoops either stood their ground or, later, moved off in a random direction. These results suggest that lions represent an immediate high-level threat to wild dogs that is invariably best avoided, whilst the threat from hyenas may not be so great or perhaps is simply unavoidable. Wild dogs appeared to make some assessment of ambush risk during interactions with lions, illustrated by the varying latency to their retreat in habitats of differing vegetation density (and hence ambush potential). Additionally, packs with younger pups were more likely to alarm call and exhibited a slower rate of retreat in the hour following exposure to lion roars. Other variables investigated (competitor group size, lion sex, presence of pups) failed to explain variation in wild dogs’ responses.