Behavioural responses are particularly important to quantify species-specific habitat influences on natural selection. Mountains, with their wide range of habitats, can be regarded as a valuable context where the environmental conditions influence animal behaviour. We studied the inter-specific variation in the escape tendency and the mobility behaviour in four alpine rodents’ species, a bank vole (Clethrionomys glareolus) and three Apodemus mice, to evaluate the level of boldness and its variation with elevation. Analyses with generalized linear models revealed that the two groups of rodents (Clethrionomys vs. Apodemus) differed in both these traits. During arena tests, the latency time to first jump, an index of escape behaviour, was approximately 42% lower in Apodemus than in C. glareolus, in which 46.2% of individuals did not jump during the whole experiment. Also, the mobility, measured as the distance travelled, was 55% lower in C. glareolus compared to Apodemus. However, the leave-one-out cross validation did not detect any effect of elevation, neither on the distance travelled, nor on the latency time to the first jump. The apparent absence of elevation influence on the behaviors here considered, could indicate the presence of a genetic basis that regulates their expression in such species. These results can be interpreted in the context of differential habitat use and microhabitat segregation due to interspecific competition. In fact, the differentiation of niches (spatial, trophic and temporal) between the two taxa may have led to differences in behavioural traits.