Very little is known about how nocturnal primates find their food. Here we studied the sensory basis of food perception in wild-caught gray mouse lemurs (Microcebus murinus) in Madagascar. Mouse lemurs feed primarily on fruit and arthropods. We established a set of behavioral experiments to assess food detection in wild-born, field-experienced mouse lemurs in short-term captivity. Specifically, we investigated whether they use visual, auditory, and motion cues to find and to localize prey arthropods and further whether olfactory cues are sufficient for finding fruit. Visual cues from motionless arthropod dummies were not sufficient to allow reliable detection of prey in choice experiments, nor did they trigger prey capture behavior when presented on the feeding platform. In contrast, visual motion cues from moving prey dummies attracted their attention. Behavioral observations and experiments with live and recorded insect rustling sounds indicated that the lemurs make use of prey-generated acoustic cues for foraging. Both visual motion cues and acoustic prey stimuli on their own were sufficient to trigger approach and capture behavior in the mouse lemurs. For the detection of fruit, choice experiments showed that olfactory information was sufficient for mouse lemurs to find a piece of banana. Our study provides the first experimental data on the sensory ecology of food detection in mouse lemurs. Further research is necessary to address the role of sensory ecology for food selection and possibly for niche differentiation between sympatric Microcebus species.