Little is known about the learning ability of crustaceans, especially with respect to their anti-predator responses to invasive species. In many vertebrates, anti-predator behaviour is influenced by experience during ontogeny. Here, predator-nave glass shrimp (Paratya australiensisis) were exposed to a predatory, invasive fish species, Gambusia holbrooki, to determine whether shrimp could learn to: (1) avoid the scent of Gambusia via classical conditioning; and (2) restrict their activity patterns to the night to reduce predatory encounters. Conditioned shrimp were placed in containers in aquaria containing Gambusia for 3 days during which time they could be harassed but not consumed by Gambusia. When tested in a Y-maze, conditioned shrimp showed a long delay before making a choice between Gambusia scented water and aged tap water but chose an arm at random. Control shrimp showed a brief delay in emergence and also chose at random. In a second experiment, we housed shrimp with a single Gambusia and observed their activity patterns. In the presence of Gambusia, shrimp switched from diurnal to nocturnal foraging. These results show that nave shrimp learn to recognise novel predatory species via chemical cues and adjust their activity patterns to coincide with periods when Gambusia are inactive.