Vigilance in social animals is often aimed at detecting predators. Many social and environmental factors influence vigilance, including sex, predation risk and group size. During the summer of 2007, we studied Przewalski's gazelle Procapra przewalskii, an endemic ungulate to the Qinghai-Tibet Plateau, to test whether and how these three factors affect vigilance. We distinguished groups consisting of males, mothers with lambs and females without lambs making observations on groups in the presence or absence of nearby predators. We assessed the group-size effect on vigilance and how this varied with levels of predation risk and sex. Males and mothers scanned longer and with a higher frequency than females without lambs. Individuals were more vigilant under direct predation threat. Although vigilance generally decreased with group size, the extent of the decrease was independent of predation risk and was not significant in males. The results suggest that mothers are more vigilant suggesting greater vulnerability and that males may have increased their vigilance to compete for higher social ranks. The positive correlation between vigilance and predation risk and the negative correlation between vigilance and group size are consistent with earlier findings, but we failed to find an interaction between group size and predation risk on vigilance perhaps because vigilance levels are low even in small groups, thus making similar vigilant upward adjustments in both small and large groups.