Zooplankton accumulate several groups of photoprotective compounds to shield against damaging ultraviolet radiation (UV). One of these groups, the carotenoids, makes the animals more conspicuous to visually hunting predators, whereas others, such as the mycosporine-like amino acids (MAAs) may not. The blend of photoprotective compounds is therefore important for the UV defense but also for the ability to escape predation through crypsis. Here we assess laboratory and field data from different latitudes to examine how UV, predation threat, and pigment availability (in food) affects the mixture of UV-protective compounds in copepods. Overall, the blend of MAAs and carotenoids was partly explained by the availability of MAAs in the food, the UV-threat, and the presence of predators. Copepods upregulated their MAA content when UV threat was increasing (i.e., if MAAs were abundant in food), and in field data this accumulation only occurred at high levels of predation threat. If MAAs were scarce, copepods instead compensated with higher carotenoid accumulation. However, when there was a high predation threat this carotenoid compensatory effect was disadvantageous, and low concentrations of both MAAs and carotenoids at high UV-threat resulted in lower reproduction. In all, these results showed that carotenoids and MAAs are complementary substances, i.e., one is high when the other is low, and copepods are, hence, able to adjust their blend of different UV-protective compounds to optimize their defenses to the threats of UV and predation. These defense systems may buffer against direct food-web interactions and help the zooplankton to survive in environments with high UV threat.