Hunting by humans can be a potent driver of selection for morphological and life history traits in wildlife populations across continents and taxa. Few studies, however, have documented selection on behavioural responses that increase individual survival under human hunting pressure. Using habitat with dense concealing cover is a common strategy for risk avoidance, with a higher chance of survival being the payoff. At the same time, risk avoidance can be costly in terms of missed foraging opportunities. We investigated individual fine-scale use of habitat by 40 GPS-marked European red deer, Cervus elaphus, and linked this to their survival through the hunting season. Whereas all males used similar habitat in the days before the hunting season, the onset of hunting induced an immediate switch to habitat with more concealing cover in surviving males, but not in males that were later shot. This habitat switch also involved a trade-off with foraging opportunities on bilberry, Vaccinium myrtillus, a key forage plant in autumn. Moreover, deer that use safer forest habitat might survive better because they make safer choices in general. The lack of a corresponding pattern in females might be because females were already largely using cover when hunting started, as predicted by sexual segregation theory and the risk of losing offspring. The behavioural response of males to the onset of hunting appears to be adaptive, given that it is linked to increased survival, an important fitness component. We suggest that predictable harvesting regimes with high harvest rates could create a strong selective pressure for deer to respond dynamically to the temporal change in hunting risk. Management should consider the potential for both ecological and evolutionary consequences of harvesting regimes on behaviour.