The fear of being eaten can manifest as anxiety in prey species. In captive primates, anxiety-related behaviours (such as scratching and self-grooming) typically increase when exposed to a predator model. Despite this, it remains largely unknown whether the perception of predation risk can invoke anxiety, particularly in wild primates. We collected focal observations from adult females from two habituated groups of wild samango monkeys over a 12-month period to explore whether scratching increased in areas associated with higher perceived predation risk. To validate scratching as an anxiety-related behaviour, we compared the rates of scratching following an alarm call to a control period. We found scratching occurred significantly more often after an eagle alarm call relative to baseline levels, indicating this may be a reliable anxiety-related behaviour. We then used a generalised linear mixed model to predict the rate of scratching as a function of perceived predation risk and factors potentially associated with risk. Scratching increased in the summer months and towards the end of the day, but was not influenced by perceived predation risk. Our findings suggest that samangos may adopt other behavioural strategies to mitigate anxiety in ‘high-risk’ areas, and that anxiety may be reactive, rather than pre-emptive, in response to predation risk. We propose that scratching may be a useful indicator of reactive anxiety in wild primates and can help to improve knowledge on the environmental factors that induce acute stress in wild populations.