Behavioral adjustment is a key factor that facilitates species' coexistence with humans in a rapidly urbanizing world. Because urban animals often experience reduced predation risk compared to their rural counterparts, and because escape behavior is energetically costly, we expect that urban environments will select for increased tolerance to humans. Many studies have supported this expectation by demonstrating that urban birds have reduced flight initiation distance (FID = predator-prey distance when escape by the prey begins) than rural birds. Here, we advanced this approach and, for the first time, assessed how 32 species of birds, found in 92 paired urban-rural populations, along a 3,900 km latitudinal gradient across Europe, changed their predation risk assessment and escape strategy as a function of living in urban areas. We found that urban birds took longer than rural birds to be alerted to human approaches, and urban birds tolerated closer human approach than rural birds. While both rural and urban populations took longer to become aware of an approaching human as latitude increased, this behavioral change with latitude is more intense in urban birds (for a given unit of latitude, urban birds increased their pre-detection distance more than rural birds). We also found that as mean alert distance was shorter, urban birds escaped more quickly from approaching humans, but there was no such a relationship in rural populations. Although, both rural and urban populations tended to escape more quickly as latitude increased, urban birds delayed their escape more at low latitudes when compared with rural birds. These results suggest that urban birds in Europe live under lower predation risk than their rural counterparts. Furthermore, the Samia et al.Rural-Urban Difference in Escape Behavior patterns found in our study indicate that birds prioritize the reduction of on-going monitoring costs when predation risk is low. We conclude that splitting escape variables into constituent components may provide additional and complementary information on the underlying causes of escape. This new approach is essential for understanding, predicting, and managing wildlife in a rapidly urbanizing world.