Fishes are known to use chemical alarm cues from both conspecifics and heterospecifics to assess local predation risks and enhance predator detection. Yet it is unknown how recognition of heterospecific cues arises for coral reef fishes. Here, we test if naïve juvenile fish have an innate recognition of heterospecific alarm cues. We also examine if there is a relationship between the intensity of the antipredator response to these cues and the degree to which species are related to each other. Naïve juvenile anemone fish, Amphiprion percula, were tested to see if they displayed antipredator responses to chemical alarm cues from four closely related heterospecific species (family Pomacentridae), a distantly related sympatric species (Asterropteryx semipunctatus) and a saltwater (control). Juveniles displayed significant reductions in foraging rate when exposed to all four confamilial heterospecific species but they did not respond to the distantly related sympatric species or the saltwater control. There was also a strong relationship between the intensity of the antipredator response and the extent to which species were related, with responses weakening as species became more distantly related. These findings demonstrate that chemical alarm cues are conserved within the pomacentrid family, providing juveniles with an innate recognition of heterospecific alarm cues as predicted by the phylogenetic relatedness hypothesis.