The mortality risk from hunting/predation should increase animals' vigilance and modify their selection of feeding sites. This risk may thus be costly if vigilance interferes with feeding and/or if animals select poorer but safer feeding sites. We observed the vigilance behaviour of roe deer, Capreolus capreolus, feeding in a fragmented landscape during and outside the hunting season and compared food availability and local landscape features at these feeding sites with random paired sites. Roe deer spent more time vigilant during the hunting season than outside it. During the hunting season, vigilance decreased as the woodland extent within an 800 m radius increased, but this was not the case outside the hunting season. Vigilance decreased with increasing distance to houses, both during and outside the hunting season. When food is abundant, interference with feeding may be low because animals can simultaneously process food (chewing) and be vigilant. During the hunting season, the total time spent vigilant while chewing increased with increasing food abundance to a lesser extent than outside the hunting season, suggesting a higher level of costly exclusive vigilance during the hunting season. Outside the hunting season animals selected feeding sites that provided more food, but during the hunting season, as risk (proximity to houses) was positively correlated with food availability, animals no longer selected feeding sites on the basis of food availability. Taken together, our results indicate that roe deer trade off risk avoidance for food availability in hunted populations.