Prey animals often have to trade off foraging against vigilance. However, vigilance is costly and individuals are expected to adjust their vigilance and its cost in relation to social cues and their predation risk. To test this, we conducted playback experiments in the field to study how lions’ (Panthera leo) roars and male impalas’ (Aepyceros melampus) territorial vocalizations affected the vigilance and foraging behaviours as well as movements of female impalas. Our results show that impalas adjusted their activities in different ways depending on the vocalizations broadcast. After lions’ roars were played, female impalas increased their vigilance activity (in particular increasing their high-cost vigilance – vigilance without chewing), decreased their bite rates and increased their movements, whereas male impalas’ vocalizations caused females to decrease their vigilance (decreasing their low-cost vigilance – vigilance while chewing) and increase their movements without affecting their bite rates. Therefore, it appears that predators’ vocalizations stimulate anti-predator behaviours such as vigilance and movement at the expense of foraging, whereas males’ vocalizations increase individuals’ displacements at the expense of vigilance. Overall, this study shows that both predator and social cues have direct effects on the behaviour of gregarious prey and need to be considered in future studies.