This study models simultaneously three commonly used indicators of fear of crime — feeling unsafe alone at home after dark, feeling unsafe walking alone after dark and worry about becoming a victim of crime — against direct (being a victim) and indirect (knowing a victim) victimization, controlling for demographic and socioeconomic characteristics of individuals via multivariate, i.e. multiple responses, multilevel analysis of data from Athens, Greece. The results show that (a) the association of the three indicators weakens as key explanatory factors of fear of crime are accounted for, (b) crime experiences are related to feeling unsafe at home alone after dark only via its association with feeling unsafe walking alone after dark and worry about becoming a victim of crime and (c) indirect and direct prior victimization and crime exposure predominantly shape perceived future risk.