Variation in thermal conditions during embryogenesis can have far‐reaching impact throughout ontogeny and may give rise to behavioural variation. Many animals, such as salmonids, exhibit behavioural trade‐offs related to foraging and predator avoidance. How embryonic temperature affects these behaviours has remained unexplored. Not only abiotic conditions during embryogenesis but also biotic factors such as predator conditioning may affect fish behaviour, especially anti‐predator responses. We examined how elevated temperatures and predator odours throughout embryogenesis affect the behaviour of 28–37 mm young‐of‐the‐year brown trout (Salmo trutta) in encounters with predators, namely Atlantic salmon (Salmo salar; 20 cm) and burbot (Lota lota; 40 cm). Juvenile brown trout were more active and aggressive if they were incubated in warmer water as eggs than if they were incubated in colder water, and trout remained inactive longer when encountering predators if they were cold incubated. Brown trout were less active and aggressive when an Atlantic salmon was present than when a burbot or no predator was present. Behavioural responses did not differ between trout that had been subjected to water with versus without predator odours during embryogenesis, possibly because brown trout were not subjected to conspecific alarm cues during egg incubation. This study shows that thermal conditions during embryogenesis can influence fish behaviour early in life and thus contribute to behavioural variation, with potential effects on life history. Considering the rapid warming of northern regions, elevated embryonic temperatures may contribute substantially to variation in salmonid behaviour in the near future.