SummarySmall herbivores face risks of predation while foraging and are often forced to trade off food quality for safety. Life history, behaviour, and habitat of predator and prey can influence these trade‐offs. We compared how two sympatric rabbits (pygmy rabbit, Brachylagus idahoensis; mountain cottontail, Sylvilagus nuttallii) that differ in size, use of burrows, and habitat specialization in the sagebrush‐steppe of western North America respond to amount and orientation of concealment cover and proximity to burrow refuges when selecting food patches. We predicted that both rabbit species would prefer food patches that offered greater concealment and food patches that were closer to burrow refuges. However, because pygmy rabbits are small, obligate burrowers that are restricted to sagebrush habitats, we predicted that they would show stronger preferences for greater cover, orientation of concealment, and patches closer to burrow refuges. We offered two food patches to individuals of each species during three experiments that either varied in the amount of concealment cover, orientation of concealment cover, or distance from a burrow refuge. Both species preferred food patches that offered greater concealment, but pygmy rabbits generally preferred terrestrial and mountain cottontails preferred aerial concealment. Only pygmy rabbits preferred food patches closer to their burrow refuge. Different responses to concealment and proximity to burrow refuges by the two species likely reflect differences in perceived predation risks. Because terrestrial predators are able to dig for prey in burrows, animals like pygmy rabbits that rely on burrow refuges might select food patches based more on terrestrial concealment. In contrast, larger habitat generalists that do not rely on burrow refuges, like mountain cottontails, might trade off terrestrial concealment for visibility to detect approaching terrestrial predators. This study suggests that body size and evolutionary adaptations for using habitat, even in closely related species, might influence anti‐predator behaviors in prey species.