Vertebrate cellular immunity displays substantial variation among taxa and environments. Hematological parameters such as white blood-cell counts have emerged as a valuable tool to understand this variation by assessing the immunological status of individuals. These tools have long revealed that vertebrate cellular immune systems are highly plastic and respond to injury and infection. However, cellular immune systems may also be able to anticipate a high risk of injury from environmental cues (e.g., predation-related cues) and respond plastically ahead of time. We studied white blood-cell (leukocyte) profiles in African cichlids Pelvicachromis taeniatus that were raised for 4 years under different levels of perceived predation risk. In a split-clutch design, we raised fish from hatching onwards under chronic exposure to either conspecific alarm cues (communicating high predation risk) or a distilled water control treatment. Differential blood analysis revealed that alarm cue-exposed fish had twice as many lymphocytes in peripheral blood as did controls, a condition called lymphocytosis. The presence of a higher number of lymphocytes makes the cellular immune response more potent, which accelerates the removal of invading foreign antigens from the bloodstream, and, therefore, may be putatively beneficial in the face of injury. This observed lymphocytosis after long-term exposure to conspecific alarm cues constitutes first evidence for an anticipatory and adaptive plastic response of the cellular immune system to future immunological challenges.