Animals are faced with a variety of dangers or threats, which are increasing in frequency with ongoing environmental change. While our understanding of fearfulness of such dangers is growing in the context of predation and parasitism risk, the extent to which non-trophic, interspecific dangers elicit fear in animals remains less appreciated. We provide an experimental test for fear responses of savannah ungulates to a dominant and aggressive megaherbivore, the African bush elephant (
Loxodonta africana
), and contrast responses to an apex predator known to elicit fear in this system. Using an automated behavioural response system, we contrast vigilance and run responses of ungulates to elephant, leopard (
Panthera pardus
), and control (red-chested cuckoo
Cuculus solitarius
) vocalizations. Overall, we find that ungulates responded to elephant calls, both in terms of an increase in run and vigilance responses relative to controls. The magnitude of most behavioural responses (four of six considered) to elephant vocalizations were not significantly different than responses to leopards. These results suggest that megaherbivores can elicit strong non-trophic fear responses by ungulates and call to broaden frameworks on fear to consider dominant species, such as megaherbivores, as key modifiers of fear-induced interactions.