Anti-predator behaviors like vigilance or hiding come at the expense of other fitness increasing behaviors such as foraging. To compensate for this trade-off, prey assess predation risk and modify the frequency of anti-predator behaviors according to the likelihood of the threat. In this study, we tested the ability of house crickets (Acheta domesticus) to indirectly assess predation risk via odors from a mammalian predator, Elliot’s short-tailed shrew (Blarina hylophaga). As natural differences in encounter rates and predation risk differs between sexes, we tested if male and female crickets perceive similar rates of predation risk from the presence of shrew odor measured via anti-predator behavioral response. Crickets were placed in enclosed, cardboard-lined chambers either treated with shrew odor or control, along with a food source. Time until foraging was measured for each individual and compared across treatment and sex. We found that in the presence of shrew odor, female crickets delayed foraging while males showed no response. These results suggest adult crickets can use chemical cues to detect mammalian predators. Furthermore, we demonstrate that female crickets associate greater predation risk from shrew predators than do male crickets, which are more stationary yet acoustically conspicuous. As predation risk potentially differs drastically for each sex, changes to the operational sex ratios of wild cricket populations could be influenced by the identity of the predator community.