A predator has a large impact on its prey. Besides a direct lethal effect, mere predator presence can increase stress and vigilance reflecting on prey behaviour and physiology. Such an effect should be stronger in more vulnerable prey individuals, depending e.g. on sex and reproductive status. We studied the short-term physiological response, the change in CO 2 production as a measure of metabolism, and the behavioural response in non-pregnant and pregnant bank vole Myodes glareolus females. The bank vole is a common small mammal in boreal forest environments and one of the major prey species for predators, especially small mustelids. The least weasel Mustela nivalis nivalis is a vole specialist and the only predator which can enter the tunnels of voles and their nests. Furthermore, weasels, like all mustelids, have strong scents used in social communication, and weasel odour may be used as a cue of increased risk by prey individuals. We simulated an increase in predation risk by the injection of least weasel odour into an open-flow respirometry system housing either a pregnant or non-pregnant female bank vole. We focused on immediate and post-stress response in CO 2 production and changes in female behaviour. We found that injections of pure air (disturbance) or of weasel odour (threat) similarly increased CO 2 production. Surprisingly, non-pregnant females responded to stress more strongly than pregnant ones, i.e. the increase in CO 2 was higher. Weasel odour increased female activity more than the injection of air. According to our prediction, after the disappearance of weasel odour there were no differences in physiological or behavioural parameters between pregnant and non-pregnant females. Contrary to our prediction, our results showed quite similar response to harmless air disturbance and the risky weasel cue. However, it may be that in a situation of sudden change in environment, regardless of its nature, a short-term vigilance response is a better response than more costly antipredatory behaviours.