Abstract: In the predator–prey arms race, survival-enhancing adaptive behaviors are essential. Prey can perceive predator presence directly from visual, auditory, or chemical cues. Non-lethal encounters with a predator may trigger prey to produce special body odors, alarm pheromones, informing conspecifics about predation risks. Recent studies suggest that parental exposure to predation risk during reproduction affects offspring behavior cross-generationally. We compared behaviors of bank vole (Myodes glareolus) pups produced by parents exposed to one of three treatments: predator scent from the least weasel (Mustela nivalis nivalis); scent from weasel-exposed voles, i.e., alarm pheromones; or a control treatment without added scents. Parents were treated in semi-natural field enclosures, but pups were born in the lab and assayed in an open-field arena. Before each behavioral test, one of the three scent treatments was spread throughout the test arena. The tests followed a full factorial design (3 parental treatments × 3 area treatments). Regardless of the parents’ treatment, pups exposed to predator odor in the arena moved more. Additionally, pups spend more time in the center of the arena when presented with predator odor or alarm pheromone compared with the control. Pups from predator odor–exposed parents avoided the center of the arena under control conditions, but they spent more time in the center when either predator odor or alarm pheromone was present. Our experiment shows that cross-generational effects are context-sensitive, depending on the perceived risk. Future studies should examine cross-generational behavioral effects in ecologically meaningful environments instead of only neutral ones. Significance statement: We exposed bank voles to odors signaling predation risk to assess the effects parental predation exposure on the behavior of their offspring. Besides predator odor, we also assessed the role of a conspecific alarm cue as a novel way of spreading the predation risk information. Pup behaviors were assessed in the open-field arena, a standard way of assessing animal behavior in a wide range of contexts. We found that also alarm pheromone increased the time pups spend in the center of the arena similarly to predator odor. While previous studies suggested that offspring would be more fearful, our results indicate that the cross-generational effects are very context-dependent; i.e., they differ significantly depending on which scent cue is presented in the open-field arena. This shows the need for better tools or measurements to translate laboratory results into ecologically meaningful frameworks.