Modification of habitat structure due to invasive plants can alter the risk landscape for wildlife by, for example, changing the quality or availability of refuge habitat. Whether perceived risk corresponds with actual fitness outcomes, however, remains an important open question. We simultaneously measured how habitat changes due to a common invasive grass (cheatgrass, Bromus tectorum) affected the perceived risk, habitat selection, and apparent survival of a small mammal, enabling us to assess how well perceived risk influenced important behaviors and reflected actual risk. We measured perceived risk by nocturnal rodents using a giving‐up density foraging experiment with paired shrub (safe) and open (risky) foraging trays in cheatgrass and native habitats. We also evaluated microhabitat selection across a cheatgrass gradient as an additional assay of perceived risk and behavioral responses for deer mice (Peromyscus maniculatus) at two spatial scales of habitat availability. Finally, we used mark‐recapture analysis to quantify deer mouse apparent survival across a cheatgrass gradient while accounting for detection probability and other habitat features. In the foraging experiment, shrubs were more important as protective cover in cheatgrass‐dominated habitats, suggesting that cheatgrass increased perceived predation risk. Additionally, deer mice avoided cheatgrass and selected shrubs, and marginally avoided native grass, at two spatial scales. Deer mouse apparent survival varied with a cheatgrass–shrub interaction, corresponding with our foraging experiment results, and providing a rare example of a native plant mediating the effects of an invasive plant on wildlife. By synthesizing the results of three individual lines of evidence (foraging behavior, habitat selection, and apparent survival), we provide a rare example of linkage between behavioral responses of animals indicative of perceived predation risk and actual fitness outcomes. Moreover, our results suggest that exotic grass invasions can influence wildlife populations by altering risk landscapes and survival.