For both prey species and mesocarnivores, fear of predators can result in behavioural strategies that reduce predation risk and interspecific competition. Two common strategies are spatial avoidance of high-risk areas and modifying activity patterns. This study investigated, by the use of camera traps, the role of wolf (Canis lupus) predation risk in shaping the temporal patterns of four species of ungulates and two species of mesocarnivores in a protected area of the Italian Western Alps. Additionally, we looked into potential differences in the anti-predator behaviour of two species (the roe deer (Capreolus capreolus) and the wild boar (Sus scrofa)) related to the age class or the sex of the individuals. The activity of the wild boar resulted quite similar to that of wolf, but young and subadults were recorded more in low-risk sites. As regarding the main prey of the wolf, namely the roe deer, its activity became more diurnal in high-risk areas, with different peaks between male and female. The red fox (Vulpes vulpes) turned out to be strongly associated with the wolf, in terms of daily cycle, suggesting a positive interaction probably due to the trophic facilitation phenomenon. These findings further our understanding of the diversity of interspecific relationships and community responses to the gray wolf, a species whose range in Europe has undergone recent expansion.