1. Social signalling can be risky when signals are open to exploitation by eavesdropping predators. Unlike other signal modalities, olfactory signals cannot be 'switched off' in the presence of an eavesdropping predator, leaving receivers of scent signals at an increased risk of predation long after the signaller has moved on. Yet individuals of some olfactorily communicating species appear unwilling to forego the receiving of signals under an increased risk of predation. Foraging theory predicts that predation risk can operate at multiple spatial scales, however, such that prey behaviour should be sensitive to the broader olfactory environment beyond the risks of a single point source of odour. 2. Here, we use the house mouse Mus domesticus to test whether the spatial distribution and overall level of receiving activity varies with the spatial distribution of conspecific scent signals and the risks posed by an eavesdropping predator, the cat Felis catus. We assessed the mice's responses to these risks using overall visitation, activity and scent marking rates at conspecific scented locations (in clumped, random or regular distributions) and the surrounding matrix (non-scented) locations with and without a predator cue (cat urine). We then used univariate and bivariate spatial point pattern analyses to assess behavioural responses (activity) to both treatments across a range of spatial scales. 3. Visitation, activity and scent marking rates were not affected by the predator cue or the spatial distribution of scents. But these non-significant results masked a fine scale anti-predatory response. Mouse activity was significantly more clustered at small scales when in the presence of the predator cue; this response held across all spatial distribution treatments. Mice were also sensitive to the predation risks of clumped scents, and dispersed their activity at intermediate scales significantly more when exposed to the predator cue, than in the control scent treatment. 4. These results suggest that olfactorily communicating species use scale-sensitive anti-predatory behavioural changes to compensate for their increased risks of predation when receiving scent signals. We highlight the importance of examining a variety of scales when investigating predator-prey interactions, and discuss the implications of these findings for behaviourally responsive predators and prey.