Climate warming influences the biological activities of aquatic organisms, including feeding, growth, and reproduction, thereby affecting predator–prey interactions. This study explored the variation in thermal sensitivity of anti-predator responses in two cladoceran species with varying body sizes, Daphnia pulex and Ceriodaphnia cornuta. These species were cultured with or without the fish (Rhodeus ocellatus) kairomone at temperatures of 15, 20, 25, and 30 °C for 15 days. Results revealed that cladocerans of different body sizes exhibited varying responses to fish kairomones in aspects such as individual size, first-brood neonate size, total offspring number, average brood size, growth rate, and reproductive effort. Notably, low temperature differently affected defense responses in cladocerans of different body sizes. Both high and low temperatures moderated the intensity of the kairomone-induced response on body size at maturity. Additionally, low temperature reversed the reducing effect of fish kairomone on the total offspring number, average brood size, and reproductive effort in D. pulex. Conversely, it enhanced the increasing effect of fish kairomone on these parameters in C. cornuta. These results suggest that inducible anti-predator responses in cladocerans are modifiable by temperature. The differential effects of fish kairomones on various cladocerans under temperature influence offer crucial insights for predicting changes in predator–prey interactions within freshwater ecosystems under future climate conditions.